-29.4%
EW vs DAR
-8.5%
-20.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.5% | -3.9% |
| 7D | -4.4% | -0.9% | -3.6% | -4.4% |
| 30D | -3.3% | +13.0% | -16.3% | -4.7% |
| 3M | +1.0% | +15.0% | -14.0% | -0.7% |
| 6M | +6.2% | +26.8% | -20.6% | +3.0% |
| YTD | +1.7% | +86.4% | -84.7% | -5.8% |
| 1Y | +8.1% | +115.1% | -107.0% | -1.8% |
| 3Y | +17.1% | +14.6% | +2.5% | +16.2% |
| 5Y | -29.4% | -8.8% | -20.6% | -30.0% |
| All | -29.4% | -8.5% | -20.8% | -30.0% |
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