+128.8%
XLP vs DAR
+288.2%
-159.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.3% |
| 7D | +0.1% | -2.8% | +2.8% | +0.4% |
| 30D | +8.9% | -12.8% | +21.8% | +10.7% |
| 3M | +7.5% | -11.6% | +19.1% | +8.8% |
| 6M | +9.4% | -16.8% | +26.2% | +11.5% |
| YTD | +19.3% | +45.9% | -26.7% | +12.2% |
| 1Y | +21.7% | +61.5% | -39.7% | +12.8% |
| 3Y | +44.0% | +23.0% | +21.0% | +35.2% |
| 5Y | +42.8% | -35.8% | +78.6% | +45.9% |
| 10Y | +128.8% | +280.4% | -151.6% | +57.2% |
| All | +128.8% | +288.2% | -159.5% | +57.2% |
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