+10.5%
DOV vs ALLY
+5.0%
+5.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.1% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | -7.5% | -3.3% | -4.2% | -6.6% |
| 3M | -9.7% | +0.5% | -10.1% | -9.9% |
| 6M | -6.1% | +12.6% | -18.7% | -9.9% |
| YTD | +0.5% | -4.7% | +5.2% | +0.8% |
| 1Y | +10.5% | +5.2% | +5.3% | +8.0% |
| All | +10.5% | +5.0% | +5.5% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling