+153.4%
EXE vs DAR
-22.7%
+176.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +5.3% | +11.6% | -6.2% | +2.3% |
| 30D | -2.2% | -10.2% | +8.0% | +0.4% |
| 3M | -5.9% | -14.8% | +8.9% | -2.2% |
| 6M | -5.7% | -10.1% | +4.4% | -3.7% |
| YTD | -17.8% | +55.5% | -73.4% | -27.9% |
| 1Y | -23.1% | +61.7% | -84.8% | -33.4% |
| 3Y | +21.2% | +37.2% | -16.0% | +4.5% |
| 5Y | +78.8% | -26.9% | +105.7% | +88.4% |
| All | +153.4% | -22.7% | +176.1% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling