+422.3%
XLF vs DAR
+2,270.5%
-1,848.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | +0.2% | +12.8% | -12.6% | -1.1% |
| 3M | +11.7% | +7.4% | +4.4% | +10.7% |
| 6M | +13.8% | +22.3% | -8.5% | +11.3% |
| YTD | +7.0% | +81.1% | -74.1% | +0.7% |
| 1Y | +9.1% | +106.5% | -97.4% | +1.2% |
| 3Y | +75.6% | +5.3% | +70.3% | +71.3% |
| 5Y | +66.4% | -11.5% | +78.0% | +63.6% |
| 10Y | +250.3% | +353.3% | -103.1% | +197.8% |
| All | +422.3% | +2,270.5% | -1,848.3% | +324.9% |
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