+42.7%
XLP vs DAR
-40.1%
+82.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | +3.5% | -8.1% | +11.6% | +4.1% |
| 30D | +11.6% | -17.1% | +28.7% | +13.1% |
| 3M | +7.6% | -12.3% | +19.9% | +8.5% |
| 6M | +10.0% | -21.8% | +31.8% | +11.9% |
| YTD | +19.7% | +40.8% | -21.1% | +15.1% |
| 1Y | +23.5% | +57.4% | -33.9% | +17.4% |
| 3Y | +44.0% | +12.1% | +31.9% | +39.3% |
| 5Y | +42.7% | -40.2% | +82.9% | +54.6% |
| All | +42.7% | -40.1% | +82.8% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling