+0.2%
XYL vs DAR
+29.4%
-29.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.8% | -2.3% |
| 7D | -5.9% | +3.6% | -9.5% | -6.2% |
| 30D | -7.3% | -11.3% | +4.0% | -6.2% |
| 3M | -22.5% | -13.1% | -9.4% | -21.6% |
| 6M | -14.4% | -15.1% | +0.7% | -13.3% |
| YTD | -29.4% | +50.5% | -79.9% | -34.3% |
| 1Y | -35.6% | +57.9% | -93.5% | -40.6% |
| All | +0.2% | +29.4% | -29.2% | -6.3% |
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