+189.7%
ALLY vs DAR
+268.8%
-79.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +0.9% | -9.9% | +10.9% | +5.7% |
| 30D | +3.1% | -16.4% | +19.5% | +11.2% |
| 3M | -12.6% | -17.1% | +4.5% | -6.1% |
| 6M | -12.4% | -20.5% | +8.0% | -5.0% |
| YTD | -13.2% | +39.4% | -52.6% | -29.1% |
| 1Y | +1.8% | +57.2% | -55.4% | -22.0% |
| 3Y | +58.0% | +13.9% | +44.1% | +32.2% |
| 5Y | -8.4% | -40.8% | +32.4% | +4.3% |
| All | +189.7% | +268.8% | -79.1% | +9.5% |
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