+896.5%
XLV vs DAR
+2,354.9%
-1,458.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -1.1% | +7.4% | -8.6% | -1.5% |
| 3M | +8.2% | +15.7% | -7.4% | +7.3% |
| 6M | +8.9% | +30.0% | -21.1% | +7.3% |
| YTD | +8.5% | +87.5% | -79.0% | +4.9% |
| 1Y | +22.3% | +113.4% | -91.1% | +17.4% |
| 3Y | +32.6% | +15.3% | +17.3% | +30.2% |
| 5Y | +34.4% | -4.3% | +38.7% | +32.3% |
| 10Y | +175.4% | +380.2% | -204.8% | +150.3% |
| All | +896.5% | +2,354.9% | -1,458.4% | +750.4% |
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 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