+68.2%
DD vs ALLY
+178.4%
-110.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.2% |
| 7D | -0.6% | +1.0% | -1.6% | -1.1% |
| 30D | -7.4% | -3.3% | -4.1% | -6.1% |
| 3M | -6.4% | +0.5% | -6.9% | -6.8% |
| 6M | -2.5% | +12.6% | -15.1% | -8.1% |
| YTD | +10.2% | -4.7% | +14.9% | +11.6% |
| 1Y | +36.9% | +5.2% | +31.7% | +32.2% |
| 3Y | +47.0% | +66.5% | -19.5% | +11.5% |
| 5Y | +63.1% | +0.2% | +62.9% | +49.4% |
| 10Y | +68.2% | +180.8% | -112.6% | -5.5% |
| All | +68.2% | +178.4% | -110.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALLY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling