+332.8%
ESI vs DAR
+290.1%
+42.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +2.2% |
| 7D | +1.8% | +3.6% | -1.8% | +0.7% |
| 30D | -6.6% | -11.3% | +4.7% | -2.5% |
| 3M | -9.4% | -13.1% | +3.8% | -5.3% |
| 6M | -24.1% | -15.1% | -9.0% | -20.5% |
| YTD | +37.1% | +50.5% | -13.4% | +16.0% |
| 1Y | +24.5% | +57.9% | -33.4% | +3.4% |
| 3Y | +83.2% | +28.9% | +54.2% | +54.7% |
| 5Y | +44.0% | -31.4% | +75.4% | +49.8% |
| 10Y | +332.8% | +301.0% | +31.8% | +113.5% |
| All | +332.8% | +290.1% | +42.8% | +113.5% |
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