+173.7%
DG vs ALLY
+98.1%
+75.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.9% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +9.5% | +3.1% | +6.4% | +9.1% |
| 3M | +5.5% | -12.6% | +18.0% | +7.3% |
| 6M | +16.1% | -12.4% | +28.5% | +18.0% |
| YTD | +2.7% | -13.2% | +15.8% | +4.3% |
| 1Y | +42.1% | +1.8% | +40.3% | +41.6% |
| 3Y | +19.3% | +58.0% | -38.7% | +10.4% |
| 5Y | -35.3% | -8.4% | -26.9% | -37.3% |
| 10Y | +123.9% | +195.3% | -71.3% | +77.9% |
| All | +173.7% | +98.1% | +75.6% | +130.9% |
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