+315.5%
DIA vs ALLY
+98.1%
+217.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -0.9% | +0.9% | -1.9% | -1.2% |
| 30D | +0.3% | +3.1% | -2.8% | -0.7% |
| 3M | -4.5% | -12.6% | +8.1% | -0.8% |
| 6M | +3.4% | -12.4% | +15.8% | +7.1% |
| YTD | +7.8% | -13.2% | +20.9% | +11.5% |
| 1Y | +10.7% | +1.8% | +8.9% | +9.2% |
| 3Y | +57.5% | +58.0% | -0.4% | +32.5% |
| 5Y | +53.7% | -8.4% | +62.2% | +46.6% |
| 10Y | +247.2% | +195.3% | +51.9% | +113.7% |
| All | +315.5% | +98.1% | +217.5% | +174.4% |
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