-8.2%
ALLY vs DAR
-41.1%
+32.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +0.9% | -9.9% | +10.9% | +4.4% |
| 30D | +3.1% | -16.4% | +19.5% | +9.1% |
| 3M | -12.6% | -17.1% | +4.5% | -7.7% |
| 6M | -12.4% | -20.5% | +8.0% | -6.8% |
| YTD | -13.2% | +39.4% | -52.6% | -26.3% |
| 1Y | +1.8% | +57.2% | -55.4% | -17.9% |
| 3Y | +58.0% | +13.9% | +44.1% | +37.9% |
| All | -8.2% | -41.1% | +32.9% | +14.4% |
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