+657.9%
DHR vs ALLY
+98.1%
+559.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +5.4% | +3.1% | +2.3% | +4.7% |
| 3M | +15.3% | -12.6% | +27.9% | +18.4% |
| 6M | +32.1% | -12.4% | +44.6% | +35.5% |
| YTD | +1.2% | -13.2% | +14.3% | +3.7% |
| 1Y | +10.1% | +1.8% | +8.3% | +9.2% |
| 3Y | +19.9% | +58.0% | -38.1% | +7.6% |
| 5Y | -8.8% | -8.4% | -0.4% | -12.4% |
| 10Y | +255.3% | +195.3% | +60.1% | +175.1% |
| All | +657.9% | +98.1% | +559.9% | +540.9% |
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