+582.4%
DHR vs ALLY
+124.8%
+457.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.9% | +3.7% | -7.6% | -4.6% |
| 30D | +4.0% | -2.3% | +6.3% | +4.4% |
| 3M | +11.5% | +3.8% | +7.7% | +10.5% |
| 6M | +1.9% | +9.7% | -7.9% | -0.2% |
| YTD | -8.9% | -1.4% | -7.5% | -9.0% |
| 1Y | +5.1% | +8.2% | -3.1% | +2.9% |
| 3Y | -10.3% | +66.5% | -76.8% | -20.5% |
| 5Y | -27.8% | +1.2% | -29.0% | -32.2% |
| 10Y | +203.6% | +191.4% | +12.2% | +131.9% |
| All | +582.4% | +124.8% | +457.5% | +462.7% |
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