+34.0%
DGX vs ALLY
+9.5%
+24.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -2.3% | +3.7% | -6.0% | -2.7% |
| 30D | +0.6% | -2.3% | +2.8% | +0.7% |
| 3M | +21.4% | +3.8% | +17.6% | +20.7% |
| 6M | +14.7% | +9.7% | +5.0% | +13.3% |
| YTD | +38.4% | -1.4% | +39.9% | +37.8% |
| 1Y | +34.0% | +8.2% | +25.7% | +32.0% |
| All | +34.0% | +9.5% | +24.5% | +32.0% |
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