+54.6%
XLE vs DAR
+6.3%
+48.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | +11.8% | +12.8% | -1.0% | +8.8% |
| 3M | +9.8% | +7.4% | +2.5% | +7.9% |
| 6M | +15.6% | +22.3% | -6.7% | +10.6% |
| YTD | +45.3% | +81.1% | -35.8% | +28.5% |
| 1Y | +48.3% | +106.5% | -58.2% | +27.3% |
| All | +54.6% | +6.3% | +48.3% | +35.7% |
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