+1,412.0%
SRE vs DAR
+587.6%
+824.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -8.2% | -3.8% | -4.4% | -8.0% |
| 30D | -3.6% | -14.4% | +10.8% | -2.9% |
| 3M | -6.3% | -17.9% | +11.7% | -5.4% |
| 6M | -13.0% | -18.3% | +5.3% | -12.3% |
| YTD | -9.2% | +43.2% | -52.5% | -10.9% |
| 1Y | -13.1% | +57.7% | -70.8% | -15.2% |
| 3Y | +22.4% | +22.7% | -0.3% | +20.1% |
| 5Y | +47.1% | -34.0% | +81.2% | +47.7% |
| 10Y | +121.0% | +279.5% | -158.5% | +105.3% |
| All | +1,412.0% | +587.6% | +824.4% | +1,302.3% |
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 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