+300.1%
EXEL vs DAR
+4,072.2%
-3,772.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | +8.4% | +1.4% | +7.0% | +8.2% |
| 30D | +4.1% | +12.8% | -8.7% | +2.1% |
| 3M | +12.4% | +7.4% | +5.1% | +10.9% |
| 6M | +41.5% | +22.3% | +19.3% | +36.9% |
| YTD | +34.6% | +81.1% | -46.4% | +23.2% |
| 1Y | +57.9% | +106.5% | -48.6% | +41.4% |
| 3Y | +159.5% | +5.3% | +154.2% | +150.2% |
| 5Y | +198.5% | -11.5% | +210.0% | +189.5% |
| 10Y | +411.4% | +353.3% | +58.0% | +289.0% |
| All | +300.1% | +4,072.2% | -3,772.1% | +202.8% |
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 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