+437.9%
DLR vs ALLY
+98.1%
+339.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -3.5% | +3.1% | -6.6% | -4.0% |
| 3M | -8.9% | -12.6% | +3.7% | -6.8% |
| 6M | -11.6% | -12.4% | +0.9% | -9.7% |
| YTD | +14.9% | -13.2% | +28.1% | +17.3% |
| 1Y | +6.4% | +1.8% | +4.6% | +5.6% |
| 3Y | +47.3% | +58.0% | -10.7% | +33.6% |
| 5Y | +32.8% | -8.4% | +41.2% | +27.2% |
| 10Y | +169.6% | +195.3% | -25.7% | +110.7% |
| All | +437.9% | +98.1% | +339.8% | +338.8% |
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