+432.8%
XYL vs DAR
+410.1%
+22.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -5.0% | +1.4% | -6.4% | -5.5% |
| 30D | -13.2% | +12.8% | -26.0% | -16.4% |
| 3M | -3.7% | +7.4% | -11.1% | -6.4% |
| 6M | -17.7% | +22.3% | -40.0% | -23.2% |
| YTD | -21.5% | +81.1% | -102.6% | -34.7% |
| 1Y | -24.5% | +106.5% | -131.0% | -40.1% |
| 3Y | +6.9% | +5.3% | +1.6% | -0.5% |
| 5Y | -18.1% | -11.5% | -6.5% | -22.5% |
| 10Y | +134.7% | +353.3% | -218.6% | +23.8% |
| All | +432.8% | +410.1% | +22.7% | +163.7% |
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 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