+367.0%
EXEL vs DAR
+367.0%
-0.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.9% |
| 7D | +1.4% | -0.9% | +2.2% | +1.5% |
| 30D | +6.7% | +13.0% | -6.3% | +3.6% |
| 3M | +11.5% | +15.0% | -3.5% | +7.4% |
| 6M | +38.8% | +26.8% | +12.0% | +30.4% |
| YTD | +31.6% | +86.4% | -54.8% | +12.8% |
| 1Y | +53.0% | +115.1% | -62.1% | +26.2% |
| 3Y | +160.8% | +14.6% | +146.2% | +142.4% |
| 5Y | +190.1% | -8.8% | +198.9% | +174.9% |
| 10Y | +367.0% | +356.5% | +10.4% | +154.4% |
| All | +367.0% | +367.0% | -0.1% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling