+365.7%
SE vs DAR
+191.5%
+174.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +2.0% | -9.9% | +11.9% | +5.6% |
| 30D | -20.0% | -16.4% | -3.6% | -15.2% |
| 3M | -31.8% | -17.1% | -14.7% | -28.1% |
| 6M | -15.9% | -20.5% | +4.6% | -10.7% |
| YTD | -40.6% | +39.4% | -80.1% | -49.3% |
| 1Y | -50.7% | +57.2% | -107.9% | -59.8% |
| 3Y | +70.3% | +13.9% | +56.4% | +46.9% |
| 5Y | -78.8% | -40.8% | -38.0% | -76.5% |
| All | +365.7% | +191.5% | +174.3% | +143.5% |
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