+528.1%
DGX vs ALLY
+97.2%
+430.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.9% | -2.1% | +4.1% | +2.3% |
| 30D | +12.7% | +2.0% | +10.7% | +12.2% |
| 3M | +9.6% | -13.3% | +22.9% | +12.6% |
| 6M | +37.6% | -9.9% | +47.4% | +40.0% |
| YTD | +52.1% | -13.5% | +65.7% | +55.5% |
| 1Y | +41.3% | -2.8% | +44.1% | +41.0% |
| 3Y | +106.9% | +63.4% | +43.5% | +80.1% |
| 5Y | +90.7% | -10.9% | +101.5% | +83.4% |
| 10Y | +288.0% | +174.7% | +113.3% | +148.0% |
| All | +528.1% | +97.2% | +430.9% | +318.9% |
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