+86.3%
ESI vs DAR
+14.9%
+71.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.1% |
| 7D | +5.4% | -0.9% | +6.3% | +5.6% |
| 30D | -4.2% | +13.0% | -17.2% | -7.1% |
| 3M | -9.6% | +15.0% | -24.6% | -13.0% |
| 6M | +18.3% | +26.8% | -8.5% | +10.7% |
| YTD | +45.8% | +86.4% | -40.6% | +23.5% |
| 1Y | +39.2% | +115.1% | -75.9% | +13.1% |
| 3Y | +86.3% | +14.6% | +71.6% | +59.7% |
| All | +86.3% | +14.9% | +71.4% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling