+58.0%
ALLY vs DAR
+11.9%
+46.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +0.9% | -9.9% | +10.9% | +3.3% |
| 30D | +3.1% | -16.4% | +19.5% | +7.2% |
| 3M | -12.6% | -17.1% | +4.5% | -9.2% |
| 6M | -12.4% | -20.5% | +8.0% | -8.4% |
| YTD | -13.2% | +39.4% | -52.6% | -24.1% |
| 1Y | +1.8% | +57.2% | -55.4% | -14.5% |
| 3Y | +58.0% | +13.9% | +44.1% | +41.9% |
| All | +58.0% | +11.9% | +46.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling