+7,328.4%
EW vs DAR
+2,874.2%
+4,454.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +11.0% | -9.9% | +21.0% | +11.5% |
| 30D | +19.1% | -16.4% | +35.4% | +20.0% |
| 3M | +14.4% | -17.1% | +31.4% | +15.2% |
| 6M | +22.8% | -20.5% | +43.2% | +23.8% |
| YTD | +19.8% | +39.4% | -19.6% | +17.7% |
| 1Y | +23.9% | +57.2% | -33.3% | +21.0% |
| 3Y | +52.2% | +13.9% | +38.4% | +49.6% |
| 5Y | -13.9% | -40.8% | +26.9% | -13.3% |
| 10Y | +241.9% | +276.2% | -34.4% | +218.7% |
| All | +7,328.4% | +2,874.2% | +4,454.1% | +6,628.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling