+39.1%
DLR vs ALLY
-10.9%
+50.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +5.0% | -2.1% | +7.2% | +5.6% |
| 30D | +3.0% | +2.0% | +1.0% | +2.4% |
| 3M | -6.3% | -13.3% | +7.1% | -3.0% |
| 6M | -4.8% | -9.9% | +5.1% | -2.5% |
| YTD | +21.0% | -13.5% | +34.6% | +24.7% |
| 1Y | +15.1% | -2.8% | +18.0% | +15.1% |
| 3Y | +56.0% | +63.4% | -7.4% | +31.5% |
| 5Y | +39.1% | -10.9% | +50.0% | +28.6% |
| All | +39.1% | -10.9% | +50.0% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling