+164.5%
EWT vs DAR
+29.4%
+135.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.1% | +0.8% | +5.0% |
| 7D | +3.2% | +3.6% | -0.4% | +2.7% |
| 30D | -12.3% | -11.3% | -1.1% | -10.9% |
| 3M | -3.6% | -13.1% | +9.5% | -1.9% |
| 6M | +3.1% | -15.1% | +18.2% | +5.1% |
| YTD | +57.7% | +50.5% | +7.2% | +47.1% |
| 1Y | +60.3% | +57.9% | +2.3% | +48.2% |
| All | +164.5% | +29.4% | +135.1% | +147.0% |
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 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