+82.8%
XLI vs DAR
-8.5%
+91.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | +1.0% | -0.9% | +1.8% | +1.1% |
| 30D | -5.8% | +13.0% | -18.8% | -8.1% |
| 3M | +0.7% | +15.0% | -14.3% | -2.3% |
| 6M | +3.2% | +26.8% | -23.7% | -2.1% |
| YTD | +13.0% | +86.4% | -73.4% | -0.8% |
| 1Y | +16.8% | +115.1% | -98.3% | -0.9% |
| 3Y | +72.4% | +14.6% | +57.8% | +63.2% |
| 5Y | +82.8% | -8.8% | +91.5% | +76.5% |
| All | +82.8% | -8.5% | +91.3% | +76.5% |
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