-3.7%
XLC vs DAR
+57.1%
-60.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | +6.2% | -3.8% | +10.1% | +6.2% |
| 30D | -2.4% | -14.4% | +12.0% | -2.2% |
| 3M | -3.3% | -17.9% | +14.6% | -3.4% |
| 6M | -7.3% | -18.3% | +11.0% | -7.4% |
| YTD | -7.6% | +43.2% | -50.9% | -13.0% |
| 1Y | -3.7% | +57.7% | -61.4% | -11.0% |
| All | -3.7% | +57.1% | -60.8% | -11.0% |
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