+18.7%
DOV vs ALLY
+1.6%
+17.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.7% | +3.7% | -6.3% | -3.9% |
| 30D | -8.1% | -2.3% | -5.8% | -7.4% |
| 3M | -9.4% | +3.8% | -13.2% | -10.7% |
| 6M | -12.6% | +9.7% | -22.3% | -15.7% |
| YTD | -0.5% | -1.4% | +0.9% | -0.6% |
| 1Y | +9.2% | +8.2% | +1.0% | +5.2% |
| 3Y | +34.1% | +66.5% | -32.4% | +9.0% |
| All | +18.7% | +1.6% | +17.1% | +7.7% |
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