+14.9%
ALLE vs DAR
+57.1%
-42.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.7% |
| 7D | +0.1% | -3.8% | +3.9% | -0.4% |
| 30D | +25.9% | -14.4% | +40.3% | +23.9% |
| 3M | +14.9% | -17.9% | +32.8% | +12.7% |
| 6M | +42.1% | -18.3% | +60.4% | +40.1% |
| YTD | +20.4% | +43.2% | -22.9% | +2.4% |
| 1Y | +14.9% | +57.7% | -42.9% | -4.8% |
| All | +14.9% | +57.1% | -42.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling