+674.0%
DHR vs ALLY
+99.9%
+574.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +7.0% | +3.4% | +3.5% | +6.2% |
| 3M | +15.0% | -11.1% | +26.1% | +17.7% |
| 6M | +37.9% | -11.5% | +49.4% | +41.1% |
| YTD | +3.3% | -12.3% | +15.7% | +5.7% |
| 1Y | +12.8% | +1.1% | +11.7% | +12.1% |
| 3Y | +22.4% | +64.8% | -42.4% | +9.0% |
| 5Y | -9.1% | -6.9% | -2.2% | -13.0% |
| 10Y | +247.9% | +194.9% | +53.0% | +169.1% |
| All | +674.0% | +99.9% | +574.0% | +553.2% |
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