+85.6%
ES vs DAR
+288.2%
-202.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.1% |
| 7D | -0.1% | -2.8% | +2.7% | +0.2% |
| 30D | +5.7% | -12.8% | +18.5% | +7.6% |
| 3M | -2.8% | -11.6% | +8.8% | -1.5% |
| 6M | +7.0% | -16.8% | +23.7% | +9.1% |
| YTD | +6.8% | +45.9% | -39.1% | +0.3% |
| 1Y | -0.5% | +61.5% | -61.9% | -7.9% |
| 3Y | +47.2% | +23.0% | +24.2% | +38.5% |
| 5Y | +2.3% | -35.8% | +38.1% | +3.7% |
| 10Y | +85.6% | +280.4% | -194.7% | +40.1% |
| All | +85.6% | +288.2% | -202.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling