+65.9%
EW vs DAR
+33.7%
+32.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.3% |
| 7D | +4.9% | +11.6% | -6.7% | +4.9% |
| 30D | +23.9% | -10.2% | +34.2% | +24.0% |
| 3M | +15.8% | -14.8% | +30.6% | +15.9% |
| 6M | +31.7% | -10.1% | +41.7% | +31.6% |
| YTD | +25.7% | +55.5% | -29.8% | +24.2% |
| 1Y | +24.4% | +61.7% | -37.2% | +22.8% |
| 3Y | +65.9% | +37.2% | +28.7% | +69.8% |
| All | +65.9% | +33.7% | +32.2% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling