-62.1%
XE vs DAR
-8.2%
-53.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.6% |
| 7D | +6.2% | +11.6% | -5.3% | +5.8% |
| 30D | -4.8% | -10.2% | +5.4% | -6.4% |
| 3M | -51.3% | -14.8% | -36.4% | -51.9% |
| 6M | -64.2% | -10.1% | -54.2% | -65.6% |
| All | -62.1% | -8.2% | -53.8% | -62.1% |
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