+318.5%
ESI vs DAR
+311.7%
+6.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.1% |
| 7D | +5.5% | +11.6% | -6.0% | +1.5% |
| 30D | -7.8% | -10.2% | +2.5% | -4.2% |
| 3M | -15.0% | -14.8% | -0.2% | -10.6% |
| 6M | -24.9% | -10.1% | -14.8% | -22.9% |
| YTD | +33.2% | +55.5% | -22.3% | +11.4% |
| 1Y | +24.9% | +61.7% | -36.7% | +2.8% |
| 3Y | +77.8% | +37.2% | +40.6% | +46.6% |
| 5Y | +37.1% | -26.9% | +64.1% | +39.3% |
| All | +318.5% | +311.7% | +6.9% | +104.0% |
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