+141.9%
XYL vs DAR
+375.1%
-233.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -1.2% | +0.9% | -2.2% | -1.5% |
| 30D | -13.2% | +6.4% | -19.6% | -15.0% |
| 3M | -0.2% | +13.2% | -13.4% | -4.5% |
| 6M | -12.5% | +26.2% | -38.7% | -19.3% |
| YTD | -20.9% | +84.4% | -105.2% | -35.0% |
| 1Y | -21.6% | +112.0% | -133.6% | -38.8% |
| 3Y | +16.1% | +13.4% | +2.8% | +5.8% |
| 5Y | -15.6% | -6.0% | -9.6% | -21.6% |
| All | +141.9% | +375.1% | -233.2% | +13.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling