+270.3%
ALLE vs DAR
+215.8%
+54.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.6% |
| 30D | -6.8% | +12.8% | -19.6% | -9.8% |
| 3M | +21.0% | +7.4% | +13.7% | +18.1% |
| 6M | +1.1% | +22.3% | -21.2% | -5.0% |
| YTD | -0.5% | +81.1% | -81.6% | -15.5% |
| 1Y | -7.3% | +106.5% | -113.7% | -24.4% |
| 3Y | +42.3% | +5.3% | +37.0% | +33.7% |
| 5Y | +13.5% | -11.5% | +25.0% | +8.3% |
| 10Y | +144.0% | +353.3% | -209.3% | +41.3% |
| All | +270.3% | +215.8% | +54.5% | +136.1% |
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