+182.6%
ESI vs DAR
+122.9%
+59.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -8.5% | -9.9% | +1.4% | -4.6% |
| 30D | -15.7% | -16.4% | +0.7% | -9.4% |
| 3M | -18.2% | -17.1% | -1.2% | -12.6% |
| 6M | -28.8% | -20.5% | -8.4% | -23.0% |
| YTD | +26.3% | +39.4% | -13.2% | +7.5% |
| 1Y | +18.2% | +57.2% | -39.0% | -4.4% |
| 3Y | +68.1% | +13.9% | +54.2% | +45.5% |
| 5Y | +28.8% | -40.8% | +69.6% | +42.4% |
| 10Y | +329.8% | +276.2% | +53.6% | +58.2% |
| All | +182.6% | +122.9% | +59.7% | +12.5% |
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 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