+149.9%
XLE vs DAR
-41.1%
+191.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -12.0% | -9.9% | -2.1% | -9.2% |
| 30D | -2.7% | -16.4% | +13.6% | +2.5% |
| 3M | +6.6% | -17.1% | +23.6% | +12.5% |
| 6M | +9.5% | -20.5% | +30.0% | +16.7% |
| YTD | +40.6% | +39.4% | +1.1% | +27.2% |
| 1Y | +43.6% | +57.2% | -13.6% | +25.2% |
| 3Y | +58.1% | +13.9% | +44.2% | +44.9% |
| All | +149.9% | -41.1% | +191.0% | +208.5% |
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