+147.5%
XEL vs DAR
+375.1%
-227.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -1.2% | +0.9% | -2.2% | -1.3% |
| 30D | -2.9% | +6.4% | -9.3% | -3.6% |
| 3M | -2.7% | +13.2% | -16.0% | -4.2% |
| 6M | -6.5% | +26.2% | -32.7% | -9.2% |
| YTD | +3.6% | +84.4% | -80.7% | -3.6% |
| 1Y | +7.5% | +112.0% | -104.5% | -1.9% |
| 3Y | +46.3% | +13.4% | +33.0% | +41.6% |
| 5Y | +30.5% | -6.0% | +36.5% | +26.8% |
| All | +147.5% | +375.1% | -227.6% | +77.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling