+248.8%
XLF vs DAR
+366.1%
-117.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | -1.5% | -0.1% | -1.3% | -1.5% |
| 30D | -1.2% | +2.6% | -3.8% | -2.2% |
| 3M | +9.2% | +14.2% | -5.0% | +4.3% |
| 6M | +16.3% | +17.2% | -0.9% | +9.8% |
| YTD | +5.4% | +80.9% | -75.4% | -12.9% |
| 1Y | +7.6% | +104.0% | -96.4% | -15.0% |
| 3Y | +74.2% | +3.6% | +70.6% | +64.0% |
| 5Y | +66.1% | -7.8% | +73.9% | +54.8% |
| All | +248.8% | +366.1% | -117.2% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling