+59.5%
XLF vs DAR
-31.4%
+90.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.3% |
| 7D | -1.0% | +3.6% | -4.6% | -1.6% |
| 30D | +6.5% | -11.3% | +17.8% | +8.6% |
| 3M | +1.8% | -13.1% | +14.9% | +3.9% |
| 6M | +15.4% | -15.1% | +30.5% | +17.9% |
| YTD | +8.4% | +50.5% | -42.1% | -1.5% |
| 1Y | +11.9% | +57.9% | -46.0% | +0.6% |
| 3Y | +81.1% | +28.9% | +52.2% | +63.8% |
| 5Y | +59.5% | -31.4% | +90.9% | +74.7% |
| All | +59.5% | -31.4% | +90.9% | +74.7% |
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 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