+477.7%
DLR vs ALLY
+124.8%
+352.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.6% | +3.7% | -2.1% | +0.9% |
| 30D | -3.4% | -2.3% | -1.1% | -3.0% |
| 3M | +0.5% | +3.8% | -3.3% | -0.2% |
| 6M | +4.6% | +9.7% | -5.2% | +2.7% |
| YTD | +23.4% | -1.4% | +24.8% | +23.3% |
| 1Y | +19.0% | +8.2% | +10.8% | +16.8% |
| 3Y | +56.5% | +66.5% | -9.9% | +40.5% |
| 5Y | +33.3% | +1.2% | +32.1% | +25.2% |
| 10Y | +165.1% | +191.4% | -26.3% | +105.8% |
| All | +477.7% | +124.8% | +352.9% | +361.3% |
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