+1,334.3%
ET vs DAR
+1,173.3%
+160.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | -1.9% | -3.8% | +2.0% | -0.9% |
| 30D | -3.1% | -14.4% | +11.4% | +0.9% |
| 3M | -3.9% | -17.9% | +14.0% | +0.8% |
| 6M | +4.0% | -18.3% | +22.3% | +8.9% |
| YTD | +26.4% | +43.2% | -16.8% | +13.7% |
| 1Y | +24.9% | +57.7% | -32.8% | +9.2% |
| 3Y | +85.2% | +22.7% | +62.4% | +65.3% |
| 5Y | +218.3% | -34.0% | +252.3% | +227.8% |
| 10Y | +172.0% | +279.5% | -107.5% | +71.0% |
| All | +1,334.3% | +1,173.3% | +160.9% | +604.1% |
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