+46.7%
XLU vs DAR
+7.7%
+39.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | -2.5% | +6.4% | -9.0% | -3.1% |
| 3M | -2.7% | +13.2% | -16.0% | -4.0% |
| 6M | -7.5% | +26.2% | -33.6% | -9.7% |
| YTD | +0.9% | +84.4% | -83.4% | -5.2% |
| 1Y | +3.3% | +112.0% | -108.7% | -4.6% |
| All | +46.7% | +7.7% | +39.0% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling