+525.8%
DGX vs ALLY
+98.6%
+427.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +1.2% | -2.8% | +3.9% | +1.7% |
| 30D | +11.2% | +1.9% | +9.3% | +10.8% |
| 3M | +9.3% | -12.1% | +21.4% | +12.0% |
| 6M | +37.4% | -9.0% | +46.4% | +39.5% |
| YTD | +51.6% | -12.9% | +64.5% | +54.7% |
| 1Y | +39.3% | -0.1% | +39.4% | +38.3% |
| 3Y | +106.1% | +64.6% | +41.5% | +79.2% |
| 5Y | +92.2% | -10.1% | +102.3% | +84.5% |
| 10Y | +286.6% | +176.7% | +109.9% | +146.7% |
| All | +525.8% | +98.6% | +427.2% | +316.8% |
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