+33.6%
XLY vs DAR
+5.7%
+27.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -4.2% | +2.6% | -6.8% | -4.7% |
| 3M | -2.7% | +14.2% | -16.9% | -5.2% |
| 6M | -0.6% | +17.2% | -17.8% | -4.1% |
| YTD | -5.0% | +80.9% | -85.9% | -15.9% |
| 1Y | -4.1% | +104.0% | -108.1% | -17.6% |
| 3Y | +33.6% | +3.6% | +30.0% | +35.0% |
| All | +33.6% | +5.7% | +27.9% | +35.0% |
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