+20.0%
DG vs ALLY
+5.0%
+15.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.1% |
| 7D | -2.5% | +1.0% | -3.5% | -2.7% |
| 30D | +1.0% | -3.3% | +4.3% | +2.0% |
| 3M | +20.3% | +0.5% | +19.9% | +20.2% |
| 6M | -11.7% | +12.6% | -24.3% | -13.4% |
| YTD | -2.3% | -4.7% | +2.4% | -0.3% |
| 1Y | +20.0% | +5.2% | +14.8% | +16.4% |
| All | +20.0% | +5.0% | +15.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling