+36.2%
XLC vs DAR
-39.8%
+76.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +4.9% | -9.9% | +14.8% | +6.6% |
| 30D | -5.8% | -16.4% | +10.6% | -3.3% |
| 3M | -5.4% | -17.1% | +11.6% | -3.0% |
| 6M | -10.2% | -20.5% | +10.3% | -7.4% |
| YTD | -10.2% | +39.4% | -49.6% | -16.4% |
| 1Y | -5.6% | +57.2% | -62.9% | -14.2% |
| 3Y | +61.0% | +13.9% | +47.1% | +50.5% |
| All | +36.2% | -39.8% | +76.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling