-48.8%
SE vs DAR
+63.3%
-112.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +6.9% | +4.1% |
| 7D | +6.7% | -5.7% | +12.4% | +5.9% |
| 30D | -17.2% | -16.6% | -0.6% | -19.0% |
| 3M | -28.0% | -13.1% | -15.0% | -29.2% |
| 6M | -6.1% | -18.8% | +12.7% | -7.7% |
| YTD | -37.1% | +45.3% | -82.4% | -43.5% |
| 1Y | -48.8% | +60.6% | -109.4% | -55.0% |
| All | -48.8% | +63.3% | -112.0% | -55.0% |
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