+210.5%
ALLE vs DAR
+290.1%
-79.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.2% | -0.4% |
| 7D | -0.8% | +3.6% | -4.4% | -1.7% |
| 30D | +27.4% | -11.3% | +38.6% | +30.7% |
| 3M | +13.8% | -13.1% | +27.0% | +17.0% |
| 6M | +45.5% | -15.1% | +60.6% | +49.5% |
| YTD | +21.4% | +50.5% | -29.1% | +6.4% |
| 1Y | +15.4% | +57.9% | -42.6% | -0.4% |
| 3Y | +91.7% | +28.9% | +62.8% | +66.8% |
| 5Y | +54.5% | -31.4% | +86.0% | +57.9% |
| 10Y | +210.5% | +301.0% | -90.5% | +69.8% |
| All | +210.5% | +290.1% | -79.5% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling