-66.3%
SE vs DAR
-8.0%
-58.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | -5.3% | +7.4% | -12.8% | -7.9% |
| 3M | +28.1% | +15.7% | +12.4% | +20.7% |
| 6M | +20.7% | +30.0% | -9.4% | +8.1% |
| YTD | -14.8% | +87.5% | -102.3% | -33.6% |
| 1Y | -43.6% | +113.4% | -156.9% | -58.6% |
| 3Y | +184.2% | +15.3% | +168.9% | +157.5% |
| 5Y | -66.3% | -4.3% | -62.0% | -68.0% |
| All | -66.3% | -8.0% | -58.3% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling