+24.5%
ESI vs DAR
+65.2%
-40.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +2.9% |
| 7D | +1.8% | +3.6% | -1.8% | +1.0% |
| 30D | -6.6% | -11.3% | +4.7% | -5.0% |
| 3M | -9.4% | -13.1% | +3.8% | -7.8% |
| 6M | -24.1% | -15.1% | -9.0% | -22.0% |
| YTD | +37.1% | +50.5% | -13.4% | +12.3% |
| 1Y | +24.5% | +57.9% | -33.4% | -0.7% |
| All | +24.5% | +65.2% | -40.7% | -0.7% |
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