-7.7%
SRE vs DAR
+63.3%
-70.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.6% |
| 7D | -2.1% | -5.7% | +3.6% | -1.5% |
| 30D | +6.1% | -16.6% | +22.7% | +8.1% |
| 3M | -3.5% | -13.1% | +9.5% | -2.2% |
| 6M | -10.8% | -18.8% | +8.0% | -8.5% |
| YTD | -4.0% | +45.3% | -49.3% | -8.7% |
| 1Y | -7.7% | +60.6% | -68.3% | -13.3% |
| All | -7.7% | +63.3% | -70.9% | -13.3% |
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