+271.2%
EW vs DAR
+311.7%
-40.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +4.9% | +11.6% | -6.7% | +3.0% |
| 30D | +23.9% | -10.2% | +34.2% | +26.0% |
| 3M | +15.8% | -14.8% | +30.6% | +18.5% |
| 6M | +31.7% | -10.1% | +41.7% | +33.1% |
| YTD | +25.7% | +55.5% | -29.8% | +14.6% |
| 1Y | +24.4% | +61.7% | -37.2% | +12.5% |
| 3Y | +65.9% | +37.2% | +28.7% | +48.5% |
| 5Y | -7.6% | -26.9% | +19.3% | -6.5% |
| All | +271.2% | +311.7% | -40.5% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling