-14.6%
EW vs DAR
-41.1%
+26.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +11.0% | -9.9% | +21.0% | +12.1% |
| 30D | +19.1% | -16.4% | +35.4% | +21.0% |
| 3M | +14.4% | -17.1% | +31.4% | +16.1% |
| 6M | +22.8% | -20.5% | +43.2% | +25.0% |
| YTD | +19.8% | +39.4% | -19.6% | +14.2% |
| 1Y | +23.9% | +57.2% | -33.3% | +16.4% |
| 3Y | +52.2% | +13.9% | +38.4% | +46.2% |
| All | -14.6% | -41.1% | +26.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling