+1,075.2%
XLI vs DAR
+1,775.3%
-700.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -1.5% | -3.8% | +2.3% | -1.2% |
| 30D | -0.3% | -14.4% | +14.1% | +0.8% |
| 3M | -8.4% | -17.9% | +9.6% | -7.1% |
| 6M | -2.1% | -18.3% | +16.2% | -0.8% |
| YTD | +9.6% | +43.2% | -33.6% | +6.3% |
| 1Y | +10.7% | +57.7% | -47.0% | +6.5% |
| 3Y | +71.6% | +22.7% | +48.8% | +66.4% |
| 5Y | +70.8% | -34.0% | +104.8% | +72.1% |
| 10Y | +228.0% | +279.5% | -51.5% | +193.0% |
| All | +1,075.2% | +1,775.3% | -700.1% | +907.0% |
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