+871.8%
ES vs DAR
+1,334.0%
-462.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | +1.9% | -9.9% | +11.8% | +2.3% |
| 30D | +7.1% | -16.4% | +23.4% | +7.7% |
| 3M | -1.9% | -17.1% | +15.1% | -1.3% |
| 6M | +4.4% | -20.5% | +24.8% | +5.1% |
| YTD | +7.3% | +39.4% | -32.1% | +5.8% |
| 1Y | +2.1% | +57.2% | -55.1% | +0.2% |
| 3Y | +41.8% | +13.9% | +28.0% | +40.1% |
| 5Y | +1.4% | -40.8% | +42.3% | +2.0% |
| 10Y | +86.8% | +276.2% | -189.5% | +75.7% |
| All | +871.8% | +1,334.0% | -462.2% | +839.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling