+41.8%
ES vs DAR
+11.9%
+30.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | +1.9% | -9.9% | +11.8% | +3.0% |
| 30D | +7.1% | -16.4% | +23.4% | +9.0% |
| 3M | -1.9% | -17.1% | +15.1% | -0.2% |
| 6M | +4.4% | -20.5% | +24.8% | +6.7% |
| YTD | +7.3% | +39.4% | -32.1% | +1.5% |
| 1Y | +2.1% | +57.2% | -55.1% | -4.9% |
| 3Y | +41.8% | +13.9% | +28.0% | +37.4% |
| All | +41.8% | +11.9% | +30.0% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling