-34.7%
DG vs ALLY
-10.9%
-23.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -2.5% | -2.1% | -0.3% | -2.1% |
| 30D | +7.7% | +2.0% | +5.7% | +7.4% |
| 3M | +13.1% | -13.3% | +26.4% | +15.4% |
| 6M | +32.0% | -9.9% | +41.9% | +33.9% |
| YTD | +3.3% | -13.5% | +16.9% | +5.2% |
| 1Y | +31.7% | -2.8% | +34.5% | +32.1% |
| 3Y | +21.7% | +63.4% | -41.7% | +9.8% |
| 5Y | -34.7% | -10.9% | -23.9% | -37.6% |
| All | -34.7% | -10.9% | -23.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling