+589.4%
SE vs DAR
+278.6%
+310.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -6.1% | +1.4% | -7.4% | -6.6% |
| 30D | -2.5% | +12.8% | -15.2% | -7.0% |
| 3M | +21.7% | +7.4% | +14.4% | +17.5% |
| 6M | +27.0% | +22.3% | +4.7% | +15.9% |
| YTD | -12.1% | +81.1% | -93.2% | -30.9% |
| 1Y | -40.9% | +106.5% | -147.4% | -56.3% |
| 3Y | +191.0% | +5.3% | +185.7% | +165.2% |
| 5Y | -68.3% | -11.5% | -56.7% | -69.3% |
| All | +589.4% | +278.6% | +310.8% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling