+120.7%
XLK vs DAR
+9.6%
+111.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +0.8% | +7.4% | -6.6% | -0.2% |
| 3M | +4.1% | +15.7% | -11.6% | +1.7% |
| 6M | +34.8% | +30.0% | +4.7% | +29.4% |
| YTD | +30.8% | +87.5% | -56.7% | +19.1% |
| 1Y | +42.4% | +113.4% | -71.0% | +26.6% |
| All | +120.7% | +9.6% | +111.1% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling