+332.2%
DIA vs ALLY
+124.8%
+207.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -0.2% | +3.7% | -3.9% | -1.2% |
| 30D | -1.5% | -2.3% | +0.7% | -0.9% |
| 3M | +3.8% | +3.8% | -0.1% | +2.5% |
| 6M | +10.3% | +9.7% | +0.6% | +6.8% |
| YTD | +12.1% | -1.4% | +13.5% | +11.8% |
| 1Y | +18.6% | +8.2% | +10.4% | +14.8% |
| 3Y | +60.6% | +66.5% | -5.8% | +32.8% |
| 5Y | +64.4% | +1.2% | +63.2% | +52.1% |
| 10Y | +250.1% | +191.4% | +58.7% | +115.1% |
| All | +332.2% | +124.8% | +207.3% | +175.3% |
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