+1,024.7%
XLE vs DAR
+2,270.5%
-1,245.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.2% | +1.4% | +0.8% | +2.1% |
| 30D | +11.8% | +12.8% | -1.0% | +10.4% |
| 3M | +9.8% | +7.4% | +2.5% | +8.9% |
| 6M | +15.6% | +22.3% | -6.7% | +13.1% |
| YTD | +45.3% | +81.1% | -35.8% | +36.5% |
| 1Y | +48.3% | +106.5% | -58.2% | +37.2% |
| 3Y | +55.4% | +5.3% | +50.1% | +51.9% |
| 5Y | +216.1% | -11.5% | +227.6% | +212.8% |
| 10Y | +178.4% | +353.3% | -174.9% | +139.4% |
| All | +1,024.7% | +2,270.5% | -1,245.8% | +802.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling