+136.8%
XLP vs DAR
+290.1%
-153.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.2% |
| 7D | -0.5% | +3.6% | -4.1% | -1.0% |
| 30D | +8.3% | -11.3% | +19.6% | +9.9% |
| 3M | +8.7% | -13.1% | +21.8% | +10.3% |
| 6M | +11.2% | -15.1% | +26.3% | +13.0% |
| YTD | +20.0% | +50.5% | -30.5% | +12.4% |
| 1Y | +21.3% | +57.9% | -36.6% | +12.8% |
| 3Y | +43.8% | +28.9% | +14.9% | +34.2% |
| 5Y | +43.3% | -31.4% | +74.8% | +44.9% |
| 10Y | +136.8% | +301.0% | -164.3% | +62.9% |
| All | +136.8% | +290.1% | -153.3% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling