+47.3%
DLR vs ALLY
+54.4%
-7.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -3.5% | +3.1% | -6.6% | -4.1% |
| 3M | -8.9% | -12.6% | +3.7% | -6.4% |
| 6M | -11.6% | -12.4% | +0.9% | -9.3% |
| YTD | +14.9% | -13.2% | +28.1% | +17.8% |
| 1Y | +6.4% | +1.8% | +4.6% | +5.5% |
| 3Y | +47.3% | +58.0% | -10.7% | +29.1% |
| All | +47.3% | +54.4% | -7.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling