+379.4%
XYL vs DAR
+323.9%
+55.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.8% | -3.2% |
| 7D | -5.9% | +3.6% | -9.5% | -6.8% |
| 30D | -7.3% | -11.3% | +4.0% | -4.5% |
| 3M | -22.5% | -13.1% | -9.4% | -20.0% |
| 6M | -14.4% | -15.1% | +0.7% | -11.6% |
| YTD | -29.4% | +50.5% | -79.9% | -38.4% |
| 1Y | -35.6% | +57.9% | -93.5% | -44.8% |
| 3Y | +0.3% | +28.9% | -28.7% | -13.4% |
| 5Y | -22.3% | -31.4% | +9.1% | -21.0% |
| 10Y | +103.2% | +301.0% | -197.8% | +10.6% |
| All | +379.4% | +323.9% | +55.5% | +148.7% |
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