+649.7%
XLU vs DAR
+2,340.4%
-1,690.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.7% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | -0.4% | +13.0% | -13.3% | -1.0% |
| 3M | +0.5% | +15.0% | -14.5% | -0.3% |
| 6M | -5.8% | +26.8% | -32.6% | -6.9% |
| YTD | +3.1% | +86.4% | -83.3% | +0.1% |
| 1Y | +8.1% | +115.1% | -107.0% | +4.1% |
| 3Y | +50.5% | +14.6% | +35.9% | +48.1% |
| 5Y | +44.7% | -8.8% | +53.5% | +43.0% |
| 10Y | +136.8% | +356.5% | -219.7% | +117.5% |
| All | +649.7% | +2,340.4% | -1,690.6% | +557.9% |
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