+134.0%
XLC vs DAR
+163.1%
-29.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | +6.2% | -3.8% | +10.1% | +7.1% |
| 30D | -2.4% | -14.4% | +12.0% | +0.7% |
| 3M | -3.3% | -17.9% | +14.6% | +0.3% |
| 6M | -7.3% | -18.3% | +11.0% | -4.1% |
| YTD | -7.6% | +43.2% | -50.9% | -16.1% |
| 1Y | -3.7% | +57.7% | -61.4% | -14.5% |
| 3Y | +62.9% | +22.7% | +40.2% | +46.9% |
| 5Y | +41.6% | -34.0% | +75.7% | +46.1% |
| All | +134.0% | +163.1% | -29.1% | +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 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