+93.1%
ES vs DAR
+290.1%
-197.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.7% | +0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -0.4% |
| 30D | +6.7% | -11.3% | +18.0% | +8.3% |
| 3M | +0.3% | -13.1% | +13.5% | +2.0% |
| 6M | +7.4% | -15.1% | +22.5% | +9.3% |
| YTD | +8.4% | +50.5% | -42.1% | +1.4% |
| 1Y | +0.6% | +57.9% | -57.3% | -6.6% |
| 3Y | +50.6% | +28.9% | +21.7% | +40.8% |
| 5Y | +4.8% | -31.4% | +36.3% | +5.3% |
| 10Y | +93.1% | +301.0% | -207.9% | +46.0% |
| All | +93.1% | +290.1% | -197.0% | +46.0% |
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