+176.7%
ALLY vs DAR
+290.1%
-113.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | -0.7% |
| 7D | -2.8% | +3.6% | -6.4% | -4.4% |
| 30D | +1.9% | -11.3% | +13.2% | +7.0% |
| 3M | -12.1% | -13.1% | +1.0% | -7.5% |
| 6M | -9.0% | -15.1% | +6.1% | -4.2% |
| YTD | -12.9% | +50.5% | -63.4% | -31.4% |
| 1Y | -0.1% | +57.9% | -58.0% | -23.4% |
| 3Y | +64.6% | +28.9% | +35.6% | +29.5% |
| 5Y | -10.1% | -31.4% | +21.4% | -5.0% |
| 10Y | +176.7% | +301.0% | -124.4% | 0.0% |
| All | +176.7% | +290.1% | -113.4% | 0.0% |
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