+73.6%
XLC vs DAR
+13.3%
+60.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | +1.0% | +12.8% | -11.7% | -0.3% |
| 3M | -0.7% | +7.4% | -8.1% | -1.6% |
| 6M | -5.1% | +22.3% | -27.4% | -7.5% |
| YTD | -4.3% | +81.1% | -85.4% | -10.9% |
| 1Y | -0.6% | +106.5% | -107.1% | -9.1% |
| All | +73.6% | +13.3% | +60.3% | +72.0% |
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 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 · 6 months rolling