+8.0%
EXE vs DAR
+11.9%
-3.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -6.6% | -9.9% | +3.4% | -5.2% |
| 30D | -4.0% | -16.4% | +12.4% | -1.6% |
| 3M | -7.5% | -17.1% | +9.6% | -5.1% |
| 6M | -11.7% | -20.5% | +8.8% | -9.1% |
| YTD | -22.0% | +39.4% | -61.4% | -25.5% |
| 1Y | -21.8% | +57.2% | -79.0% | -26.6% |
| 3Y | +8.0% | +13.9% | -5.8% | +2.8% |
| All | +8.0% | +11.9% | -3.8% | +2.8% |
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