+92.0%
EXEL vs DAR
+63.3%
+28.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.5% |
| 7D | +9.8% | -5.7% | +15.5% | +9.4% |
| 30D | +23.6% | -16.6% | +40.2% | +22.5% |
| 3M | +29.9% | -13.1% | +43.0% | +29.5% |
| 6M | +64.7% | -18.8% | +83.5% | +64.7% |
| YTD | +66.0% | +45.3% | +20.7% | +57.5% |
| 1Y | +92.0% | +60.6% | +31.3% | +77.4% |
| All | +92.0% | +63.3% | +28.7% | +77.4% |
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