+1,331.5%
XLK vs DAR
+1,936.0%
-604.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +3.4% | +11.6% | -8.2% | +2.6% |
| 30D | -10.6% | -10.2% | -0.3% | -9.9% |
| 3M | -10.6% | -14.8% | +4.2% | -9.7% |
| 6M | -3.5% | -10.1% | +6.6% | -2.9% |
| YTD | +18.7% | +55.5% | -36.8% | +14.7% |
| 1Y | +19.4% | +61.7% | -42.2% | +15.1% |
| 3Y | +94.5% | +37.2% | +57.3% | +87.6% |
| 5Y | +111.2% | -26.9% | +138.1% | +111.5% |
| 10Y | +707.2% | +314.4% | +392.8% | +622.7% |
| All | +1,331.5% | +1,936.0% | -604.5% | +1,130.3% |
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