+60.9%
XLC vs DAR
+16.5%
+44.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +4.9% | -9.9% | +14.8% | +5.8% |
| 30D | -5.8% | -16.4% | +10.6% | -4.4% |
| 3M | -5.4% | -17.1% | +11.6% | -4.1% |
| 6M | -10.2% | -20.5% | +10.3% | -8.6% |
| YTD | -10.2% | +39.4% | -49.6% | -14.3% |
| 1Y | -5.6% | +57.2% | -62.9% | -11.3% |
| All | +60.9% | +16.5% | +44.5% | +52.3% |
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 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