+0.5%
ES vs DAR
+57.1%
-56.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +0.9% | -3.8% | +4.7% | +1.0% |
| 30D | +5.9% | -14.4% | +20.3% | +6.9% |
| 3M | -1.0% | -17.9% | +16.9% | +0.1% |
| 6M | +7.2% | -18.3% | +25.5% | +9.3% |
| YTD | +7.0% | +43.2% | -36.3% | -9.2% |
| 1Y | +0.5% | +57.7% | -57.3% | -19.2% |
| All | +0.5% | +57.1% | -56.6% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling