+177.5%
DLR vs ALLY
+201.0%
-23.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.2% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +0.7% | +3.4% | -2.7% | +0.1% |
| 3M | -6.4% | -11.1% | +4.6% | -4.5% |
| 6M | -6.5% | -11.5% | +5.0% | -4.6% |
| YTD | +18.8% | -12.3% | +31.1% | +21.2% |
| 1Y | +9.0% | +1.1% | +7.9% | +8.3% |
| 3Y | +54.5% | +64.8% | -10.3% | +38.1% |
| 5Y | +35.8% | -6.9% | +42.7% | +29.2% |
| 10Y | +177.5% | +194.9% | -17.5% | +130.3% |
| All | +177.5% | +201.0% | -23.6% | +130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling