+82.9%
ES vs DAR
+268.8%
-185.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | +1.9% | -9.9% | +11.8% | +3.3% |
| 30D | +7.1% | -16.4% | +23.4% | +9.5% |
| 3M | -1.9% | -17.1% | +15.1% | +0.3% |
| 6M | +4.4% | -20.5% | +24.8% | +7.1% |
| YTD | +7.3% | +39.4% | -32.1% | +1.4% |
| 1Y | +2.1% | +57.2% | -55.1% | -5.1% |
| 3Y | +41.8% | +13.9% | +28.0% | +35.0% |
| 5Y | +1.4% | -40.8% | +42.3% | +4.1% |
| All | +82.9% | +268.8% | -185.8% | +39.1% |
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