+1,423.6%
SRE vs DAR
+638.1%
+785.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | -1.1% | +9.2% | -10.3% | -1.5% |
| 30D | -4.1% | -12.3% | +8.2% | -3.5% |
| 3M | -7.3% | -12.7% | +5.4% | -6.8% |
| 6M | -14.1% | -12.8% | -1.4% | -13.7% |
| YTD | -8.5% | +53.8% | -62.3% | -10.6% |
| 1Y | -12.0% | +60.3% | -72.3% | -14.2% |
| 3Y | +23.4% | +31.7% | -8.4% | +20.6% |
| 5Y | +51.3% | -27.7% | +79.0% | +51.3% |
| 10Y | +126.3% | +309.8% | -183.5% | +109.4% |
| All | +1,423.6% | +638.1% | +785.5% | +1,308.1% |
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