+508.9%
XLP vs DAR
+2,270.5%
-1,761.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -0.9% | +12.8% | -13.7% | -1.4% |
| 3M | +3.8% | +7.4% | -3.6% | +3.4% |
| 6M | -1.7% | +22.3% | -24.0% | -2.6% |
| YTD | +10.3% | +81.1% | -70.8% | +7.5% |
| 1Y | +7.8% | +106.5% | -98.7% | +4.5% |
| 3Y | +27.2% | +5.3% | +21.9% | +25.8% |
| 5Y | +32.5% | -11.5% | +44.1% | +31.3% |
| 10Y | +101.8% | +353.3% | -251.5% | +87.3% |
| All | +508.9% | +2,270.5% | -1,761.6% | +438.3% |
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