-40.9%
SE vs DAR
+104.4%
-145.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.0% |
| 7D | -6.1% | +1.4% | -7.4% | -6.0% |
| 30D | -2.5% | +12.8% | -15.2% | -1.6% |
| 3M | +21.7% | +7.4% | +14.4% | +22.4% |
| 6M | +27.0% | +22.3% | +4.7% | +26.1% |
| YTD | -12.1% | +81.1% | -93.2% | -15.4% |
| 1Y | -40.9% | +106.5% | -147.4% | -43.0% |
| All | -40.9% | +104.4% | -145.3% | -43.0% |
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 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