+131.2%
DD vs ALLY
+124.8%
+6.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | -3.5% | +3.7% | -7.2% | -5.0% |
| 30D | -10.3% | -2.3% | -8.1% | -9.5% |
| 3M | -7.5% | +3.8% | -11.4% | -9.2% |
| 6M | -8.0% | +9.7% | -17.7% | -12.2% |
| YTD | +10.5% | -1.4% | +11.9% | +10.2% |
| 1Y | +38.3% | +8.2% | +30.0% | +32.0% |
| 3Y | +42.5% | +66.5% | -24.0% | +8.6% |
| 5Y | +60.2% | +1.2% | +59.0% | +46.0% |
| 10Y | +68.9% | +191.4% | -122.6% | -11.0% |
| All | +131.2% | +124.8% | +6.4% | +31.0% |
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