+224.6%
ESI vs DAR
+189.5%
+35.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +3.3% | +1.4% | +2.0% | +2.7% |
| 30D | -5.9% | +12.8% | -18.7% | -10.8% |
| 3M | -14.1% | +7.4% | -21.5% | -17.4% |
| 6M | +6.6% | +22.3% | -15.7% | -3.5% |
| YTD | +45.0% | +81.1% | -36.1% | +11.5% |
| 1Y | +41.5% | +106.5% | -65.0% | +2.0% |
| 3Y | +78.8% | +5.3% | +73.5% | +61.9% |
| 5Y | +70.9% | -11.5% | +82.4% | +58.5% |
| 10Y | +317.1% | +353.3% | -36.3% | +45.2% |
| All | +224.6% | +189.5% | +35.1% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling