+561.3%
XLP vs DAR
+1,743.6%
-1,182.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | +3.5% | -8.1% | +11.6% | +3.8% |
| 30D | +11.6% | -17.1% | +28.7% | +12.3% |
| 3M | +7.6% | -12.3% | +19.9% | +8.1% |
| 6M | +10.0% | -21.8% | +31.8% | +10.9% |
| YTD | +19.7% | +40.8% | -21.1% | +17.9% |
| 1Y | +23.5% | +57.4% | -33.9% | +21.0% |
| 3Y | +44.0% | +12.1% | +31.9% | +42.0% |
| 5Y | +42.7% | -40.2% | +82.9% | +43.5% |
| 10Y | +131.3% | +280.1% | -148.7% | +116.3% |
| All | +561.3% | +1,743.6% | -1,182.4% | +490.0% |
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