+377.6%
EXEL vs DAR
+288.2%
+89.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.5% | +2.1% |
| 7D | +2.3% | -2.8% | +5.1% | +2.9% |
| 30D | +19.8% | -12.8% | +32.7% | +23.2% |
| 3M | +32.7% | -11.6% | +44.3% | +35.5% |
| 6M | +49.0% | -16.8% | +65.7% | +53.6% |
| YTD | +63.7% | +45.9% | +17.8% | +47.6% |
| 1Y | +75.8% | +61.5% | +14.3% | +54.6% |
| 3Y | +241.3% | +23.0% | +218.3% | +208.4% |
| 5Y | +289.0% | -35.8% | +324.9% | +301.4% |
| 10Y | +377.6% | +280.4% | +97.3% | +189.8% |
| All | +377.6% | +288.2% | +89.4% | +189.8% |
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