-18.9%
EXE vs DAR
+63.3%
-82.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.5% | -2.5% |
| 7D | -4.7% | -5.7% | +1.0% | -3.7% |
| 30D | +1.0% | -16.6% | +17.6% | +4.0% |
| 3M | -5.6% | -13.1% | +7.4% | -3.7% |
| 6M | -12.3% | -18.8% | +6.5% | -9.7% |
| YTD | -19.5% | +45.3% | -64.8% | -22.1% |
| 1Y | -18.9% | +60.6% | -79.5% | -23.1% |
| All | -18.9% | +63.3% | -82.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling