+175.7%
DD vs ALLY
+95.5%
+80.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +2.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +20.7% | +1.1% | +19.5% | +19.8% |
| 3M | +11.3% | -13.2% | +24.5% | +17.9% |
| 6M | +6.0% | -13.5% | +19.4% | +12.1% |
| YTD | +31.7% | -14.3% | +46.0% | +39.2% |
| 1Y | +32.2% | -1.1% | +33.4% | +31.1% |
| 3Y | +92.7% | +62.0% | +30.7% | +48.8% |
| 5Y | +72.1% | -9.6% | +81.8% | +64.5% |
| 10Y | +99.7% | +176.0% | -76.3% | +7.9% |
| All | +175.7% | +95.5% | +80.2% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling