+171.2%
DG vs ALLY
+124.8%
+46.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.4% | +3.7% | +4.7% | +7.9% |
| 30D | +4.9% | -2.3% | +7.2% | +5.2% |
| 3M | +29.3% | +3.8% | +25.5% | +28.7% |
| 6M | -11.3% | +9.7% | -21.0% | -12.3% |
| YTD | +1.8% | -1.4% | +3.2% | +1.7% |
| 1Y | +25.3% | +8.2% | +17.1% | +23.8% |
| 3Y | +9.1% | +66.5% | -57.4% | +0.2% |
| 5Y | -34.9% | +1.2% | -36.1% | -37.8% |
| 10Y | +108.2% | +191.4% | -83.3% | +65.9% |
| All | +171.2% | +124.8% | +46.4% | +125.2% |
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