+135.9%
XLU vs DAR
+366.1%
-230.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -3.3% | +2.6% | -6.0% | -3.8% |
| 3M | -3.2% | +14.2% | -17.4% | -5.4% |
| 6M | -7.0% | +17.2% | -24.1% | -9.6% |
| YTD | +0.6% | +80.9% | -80.2% | -8.8% |
| 1Y | +2.4% | +104.0% | -101.5% | -9.3% |
| 3Y | +46.3% | +3.6% | +42.6% | +41.8% |
| 5Y | +44.0% | -7.8% | +51.8% | +38.6% |
| All | +135.9% | +366.1% | -230.2% | +59.7% |
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