+1,075.5%
XLI vs DAR
+1,936.0%
-860.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +3.8% | +11.6% | -7.8% | +2.9% |
| 30D | +1.0% | -10.2% | +11.3% | +1.8% |
| 3M | -8.9% | -14.8% | +5.9% | -7.9% |
| 6M | -2.3% | -10.1% | +7.8% | -1.7% |
| YTD | +9.7% | +55.5% | -45.9% | +5.6% |
| 1Y | +12.3% | +61.7% | -49.4% | +7.8% |
| 3Y | +71.5% | +37.2% | +34.3% | +64.9% |
| 5Y | +70.2% | -26.9% | +97.1% | +70.2% |
| 10Y | +227.5% | +314.4% | -87.0% | +190.6% |
| All | +1,075.5% | +1,936.0% | -860.5% | +900.9% |
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