+429.4%
XLF vs DAR
+1,936.0%
-1,506.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +2.7% | +11.6% | -8.9% | +1.6% |
| 30D | +7.6% | -10.2% | +17.9% | +8.6% |
| 3M | +1.1% | -14.8% | +15.9% | +2.4% |
| 6M | +15.9% | -10.1% | +26.0% | +16.6% |
| YTD | +8.4% | +55.5% | -47.1% | +3.4% |
| 1Y | +12.5% | +61.7% | -49.2% | +6.8% |
| 3Y | +81.6% | +37.2% | +44.4% | +72.7% |
| 5Y | +59.3% | -26.9% | +86.2% | +59.3% |
| 10Y | +225.4% | +314.4% | -89.0% | +179.1% |
| All | +429.4% | +1,936.0% | -1,506.6% | +336.3% |
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