+70.8%
XLI vs DAR
-36.3%
+107.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -1.5% | -3.8% | +2.3% | -0.8% |
| 30D | -0.3% | -14.4% | +14.1% | +2.4% |
| 3M | -8.4% | -17.9% | +9.6% | -5.4% |
| 6M | -2.1% | -18.3% | +16.2% | +0.9% |
| YTD | +9.6% | +43.2% | -33.6% | +0.7% |
| 1Y | +10.7% | +57.7% | -47.0% | -0.4% |
| 3Y | +71.6% | +22.7% | +48.8% | +56.8% |
| 5Y | +70.8% | -34.0% | +104.8% | +81.5% |
| All | +70.8% | -36.3% | +107.1% | +81.5% |
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