-24.5%
XYL vs DAR
+104.4%
-128.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.1% |
| 7D | -5.0% | +1.4% | -6.4% | -5.0% |
| 30D | -13.2% | +12.8% | -26.0% | -13.3% |
| 3M | -3.7% | +7.4% | -11.1% | -3.8% |
| 6M | -17.7% | +22.3% | -40.0% | -18.6% |
| YTD | -21.5% | +81.1% | -102.6% | -24.4% |
| 1Y | -24.5% | +106.5% | -131.0% | -27.8% |
| All | -24.5% | +104.4% | -128.9% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling