+6,438.2%
EW vs DAR
+3,763.1%
+2,675.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +1.0% | +12.8% | -11.7% | +0.5% |
| 3M | +2.8% | +7.4% | -4.6% | +2.4% |
| 6M | +5.5% | +22.3% | -16.8% | +4.4% |
| YTD | +5.5% | +81.1% | -75.6% | +2.4% |
| 1Y | +11.0% | +106.5% | -95.5% | +7.1% |
| 3Y | +17.7% | +5.3% | +12.4% | +16.1% |
| 5Y | -25.7% | -11.5% | -14.2% | -26.5% |
| 10Y | +132.8% | +353.3% | -220.5% | +115.1% |
| All | +6,438.2% | +3,763.1% | +2,675.1% | +5,757.6% |
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