-65.6%
XE vs DAR
-14.3%
-51.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.5% | -6.0% | -8.6% |
| 7D | -12.9% | -5.7% | -7.2% | -13.3% |
| 30D | -30.3% | -16.6% | -13.7% | -31.0% |
| 3M | -45.9% | -13.1% | -32.8% | -45.9% |
| 6M | -66.2% | -18.8% | -47.5% | -68.5% |
| All | -65.6% | -14.3% | -51.3% | -65.5% |
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