+239.8%
EW vs DAR
+288.2%
-48.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +1.7% |
| 7D | +12.3% | -2.8% | +15.0% | +12.8% |
| 30D | +22.9% | -12.8% | +35.7% | +25.5% |
| 3M | +16.7% | -11.6% | +28.3% | +18.6% |
| 6M | +31.0% | -16.8% | +47.7% | +34.1% |
| YTD | +22.8% | +45.9% | -23.1% | +13.2% |
| 1Y | +25.6% | +61.5% | -35.9% | +13.5% |
| 3Y | +62.0% | +23.0% | +39.0% | +48.2% |
| 5Y | -12.8% | -35.8% | +23.1% | -9.3% |
| 10Y | +239.8% | +280.4% | -40.6% | +106.1% |
| All | +239.8% | +288.2% | -48.5% | +106.1% |
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 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