-9.6%
ALLY vs DAR
-36.3%
+26.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -0.7% | -3.8% | +3.2% | +0.6% |
| 30D | +1.1% | -14.4% | +15.6% | +6.2% |
| 3M | -13.2% | -17.9% | +4.7% | -7.9% |
| 6M | -13.5% | -18.3% | +4.8% | -8.8% |
| YTD | -14.3% | +43.2% | -57.5% | -28.0% |
| 1Y | -1.1% | +57.7% | -58.9% | -20.3% |
| 3Y | +62.0% | +22.7% | +39.3% | +36.8% |
| 5Y | -9.6% | -34.0% | +24.4% | +7.4% |
| All | -9.6% | -36.3% | +26.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling