+320.7%
ESI vs DAR
+364.6%
-43.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -3.8% | +7.4% | -11.2% | -6.5% |
| 3M | -13.1% | +15.7% | -28.8% | -18.3% |
| 6M | +11.3% | +30.0% | -18.7% | -0.2% |
| YTD | +44.1% | +87.5% | -43.4% | +12.7% |
| 1Y | +40.3% | +113.4% | -73.0% | +3.8% |
| 3Y | +84.1% | +15.3% | +68.8% | +63.5% |
| 5Y | +75.8% | -4.3% | +80.1% | +60.8% |
| 10Y | +320.7% | +380.2% | -59.4% | +81.0% |
| All | +320.7% | +364.6% | -43.9% | +81.0% |
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