+178.5%
EXE vs DAR
-10.0%
+188.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.3% | +1.4% | -1.6% | -0.6% |
| 30D | +8.5% | +12.8% | -4.3% | +4.9% |
| 3M | +5.5% | +7.4% | -1.9% | +3.1% |
| 6M | -5.9% | +22.3% | -28.2% | -11.3% |
| YTD | -9.7% | +81.1% | -90.8% | -23.7% |
| 1Y | +3.6% | +106.5% | -102.9% | -16.1% |
| 3Y | +18.0% | +5.3% | +12.7% | +14.6% |
| 5Y | +109.4% | -11.5% | +121.0% | +110.4% |
| All | +178.5% | -10.0% | +188.4% | +177.4% |
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