+63.7%
SE vs DAR
+33.7%
+30.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.5% | +11.6% | -12.0% | -2.1% |
| 30D | -20.9% | -10.2% | -10.7% | -19.7% |
| 3M | -38.9% | -14.8% | -24.1% | -37.6% |
| 6M | -19.4% | -10.1% | -9.3% | -18.8% |
| YTD | -40.9% | +55.5% | -96.5% | -47.5% |
| 1Y | -46.2% | +61.7% | -107.9% | -52.6% |
| 3Y | +63.7% | +37.2% | +26.6% | +51.6% |
| All | +63.7% | +33.7% | +30.0% | +51.6% |
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