+22.4%
SRE vs DAR
+20.8%
+1.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -8.2% | -3.8% | -4.4% | -7.8% |
| 30D | -3.6% | -14.4% | +10.8% | -2.0% |
| 3M | -6.3% | -17.9% | +11.7% | -4.3% |
| 6M | -13.0% | -18.3% | +5.3% | -11.3% |
| YTD | -9.2% | +43.2% | -52.5% | -13.2% |
| 1Y | -13.1% | +57.7% | -70.8% | -17.9% |
| 3Y | +22.4% | +22.7% | -0.3% | +18.8% |
| All | +22.4% | +20.8% | +1.6% | +18.8% |
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