-34.4%
XE vs DAR
+10.0%
-44.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.9% | +5.2% | +8.4% |
| 7D | +4.0% | -0.9% | +4.9% | +3.7% |
| 30D | -15.5% | +13.0% | -28.4% | -13.7% |
| 3M | -14.6% | +15.0% | -29.6% | -12.5% |
| All | -34.4% | +10.0% | -44.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling