+28.4%
XLY vs DAR
-9.0%
+37.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -4.2% | +2.6% | -6.8% | -5.0% |
| 3M | -2.7% | +14.2% | -16.9% | -6.3% |
| 6M | -0.6% | +17.2% | -17.8% | -5.4% |
| YTD | -5.0% | +80.9% | -85.9% | -19.3% |
| 1Y | -4.1% | +104.0% | -108.1% | -21.6% |
| 3Y | +33.6% | +3.6% | +30.0% | +28.6% |
| All | +28.4% | -9.0% | +37.4% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling