+159.6%
XLB vs DAR
+367.0%
-207.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.8% |
| 7D | -0.2% | -0.9% | +0.6% | 0.0% |
| 30D | -1.7% | +13.0% | -14.7% | -5.4% |
| 3M | +4.4% | +15.0% | -10.6% | -0.6% |
| 6M | +5.0% | +26.8% | -21.8% | -3.1% |
| YTD | +15.5% | +86.4% | -70.9% | -5.1% |
| 1Y | +14.9% | +115.1% | -100.2% | -10.2% |
| 3Y | +34.5% | +14.6% | +19.9% | +22.4% |
| 5Y | +36.5% | -8.8% | +45.3% | +28.8% |
| 10Y | +159.6% | +356.5% | -196.9% | +32.8% |
| All | +159.6% | +367.0% | -207.4% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling