+119.3%
DG vs ALLY
+201.0%
-81.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +7.4% | +3.4% | +4.0% | +7.0% |
| 3M | +8.5% | -11.1% | +19.6% | +10.1% |
| 6M | +21.9% | -11.5% | +33.4% | +23.7% |
| YTD | +4.9% | -12.3% | +17.3% | +6.4% |
| 1Y | +40.4% | +1.1% | +39.3% | +40.0% |
| 3Y | +23.5% | +64.8% | -41.3% | +13.9% |
| 5Y | -32.3% | -6.9% | -25.4% | -34.5% |
| 10Y | +119.3% | +194.9% | -75.6% | +59.3% |
| All | +119.3% | +201.0% | -81.7% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling