+3,384.9%
ETR vs DAR
+1,762.6%
+1,622.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.4% | +1.4% | +0.1% | +1.4% |
| 30D | +1.0% | +12.8% | -11.8% | +0.5% |
| 3M | -1.3% | +7.4% | -8.6% | -1.6% |
| 6M | +1.9% | +22.3% | -20.4% | +1.0% |
| YTD | +18.2% | +81.1% | -62.9% | +15.3% |
| 1Y | +24.7% | +106.5% | -81.8% | +20.9% |
| 3Y | +150.7% | +5.3% | +145.4% | +148.0% |
| 5Y | +127.0% | -11.5% | +138.6% | +125.1% |
| 10Y | +295.5% | +353.3% | -57.9% | +269.5% |
| All | +3,384.9% | +1,762.6% | +1,622.4% | +3,161.6% |
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