+1,096.1%
XLY vs DAR
+2,313.5%
-1,217.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.3% |
| 7D | -3.9% | +0.9% | -4.8% | -3.9% |
| 30D | -6.1% | +6.4% | -12.5% | -6.6% |
| 3M | -1.2% | +13.2% | -14.4% | -2.3% |
| 6M | -1.8% | +26.2% | -28.0% | -3.8% |
| YTD | -5.9% | +84.4% | -90.2% | -10.5% |
| 1Y | -3.1% | +112.0% | -115.1% | -9.0% |
| 3Y | +36.0% | +13.4% | +22.6% | +32.6% |
| 5Y | +27.6% | -6.0% | +33.6% | +25.5% |
| 10Y | +216.8% | +372.0% | -155.3% | +178.4% |
| All | +1,096.1% | +2,313.5% | -1,217.4% | +853.8% |
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