+41.5%
ESI vs DAR
+104.4%
-62.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +3.3% | +1.4% | +2.0% | +3.0% |
| 30D | -5.9% | +12.8% | -18.7% | -7.9% |
| 3M | -14.1% | +7.4% | -21.5% | -15.2% |
| 6M | +6.6% | +22.3% | -15.7% | +1.4% |
| YTD | +45.0% | +81.1% | -36.1% | +24.7% |
| 1Y | +41.5% | +106.5% | -65.0% | +17.8% |
| All | +41.5% | +104.4% | -62.9% | +17.8% |
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