+1,475.9%
XLK vs DAR
+2,267.6%
-791.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.6% | +2.6% | -3.3% | -0.9% |
| 3M | +2.6% | +14.2% | -11.7% | +1.5% |
| 6M | +34.0% | +17.2% | +16.8% | +32.2% |
| YTD | +30.7% | +80.9% | -50.2% | +25.0% |
| 1Y | +39.2% | +104.0% | -64.8% | +31.8% |
| 3Y | +120.4% | +3.6% | +116.8% | +116.7% |
| 5Y | +148.8% | -7.8% | +156.6% | +145.3% |
| 10Y | +803.3% | +363.1% | +440.2% | +702.0% |
| All | +1,475.9% | +2,267.6% | -791.8% | +1,240.5% |
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 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