+242.4%
DGX vs ALLY
+190.4%
+52.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -3.5% | -3.3% | -0.2% | -2.9% |
| 30D | -2.7% | -4.1% | +1.4% | -2.0% |
| 3M | +13.9% | +1.4% | +12.5% | +13.4% |
| 6M | +16.0% | +14.4% | +1.7% | +12.8% |
| YTD | +34.9% | -4.9% | +39.9% | +35.5% |
| 1Y | +30.6% | +5.5% | +25.0% | +28.2% |
| 3Y | +93.0% | +66.0% | +26.9% | +68.5% |
| 5Y | +64.4% | -2.4% | +66.8% | +55.7% |
| All | +242.4% | +190.4% | +52.0% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling