+257.2%
XLI vs DAR
+364.6%
-107.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -6.9% | +7.4% | -14.4% | -8.9% |
| 3M | -1.9% | +15.7% | -17.6% | -6.3% |
| 6M | +1.0% | +30.0% | -29.0% | -6.9% |
| YTD | +11.3% | +87.5% | -76.2% | -7.5% |
| 1Y | +15.8% | +113.4% | -97.6% | -7.9% |
| 3Y | +69.8% | +15.3% | +54.5% | +55.2% |
| 5Y | +80.9% | -4.3% | +85.2% | +67.7% |
| 10Y | +257.2% | +380.2% | -122.9% | +78.3% |
| All | +257.2% | +364.6% | -107.4% | +78.3% |
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 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