-50.5%
SE vs DAR
+57.1%
-107.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.7% |
| 7D | 0.0% | -3.8% | +3.9% | -0.5% |
| 30D | -19.4% | -14.4% | -4.9% | -20.8% |
| 3M | -33.1% | -17.9% | -15.2% | -34.7% |
| 6M | -11.4% | -18.3% | +6.8% | -13.1% |
| YTD | -39.8% | +43.2% | -83.0% | -46.3% |
| 1Y | -50.5% | +57.7% | -108.2% | -56.9% |
| All | -50.5% | +57.1% | -107.5% | -56.9% |
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