-25.8%
TE vs DAR
+63.3%
-89.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -3.2% |
| 7D | +3.8% | -5.7% | +9.5% | +4.6% |
| 30D | -26.2% | -16.6% | -9.6% | -24.1% |
| 3M | -49.7% | -13.1% | -36.7% | -49.2% |
| 6M | -46.5% | -18.8% | -27.7% | -44.6% |
| YTD | -59.1% | +45.3% | -104.4% | -68.6% |
| 1Y | -25.8% | +60.6% | -86.4% | -49.0% |
| All | -25.8% | +63.3% | -89.1% | -49.0% |
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