+58.1%
XLE vs DAR
+11.9%
+46.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -12.0% | -9.9% | -2.1% | -9.7% |
| 30D | -2.7% | -16.4% | +13.6% | +1.5% |
| 3M | +6.6% | -17.1% | +23.6% | +11.3% |
| 6M | +9.5% | -20.5% | +30.0% | +15.3% |
| YTD | +40.6% | +39.4% | +1.1% | +31.3% |
| 1Y | +43.6% | +57.2% | -13.6% | +30.6% |
| 3Y | +58.1% | +13.9% | +44.2% | +46.7% |
| All | +58.1% | +11.9% | +46.2% | +46.7% |
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