+296.7%
DOV vs ALLY
+124.8%
+171.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.7% | +3.7% | -6.3% | -4.1% |
| 30D | -8.1% | -2.3% | -5.8% | -7.3% |
| 3M | -9.4% | +3.8% | -13.2% | -10.9% |
| 6M | -12.6% | +9.7% | -22.3% | -16.3% |
| YTD | -0.5% | -1.4% | +0.9% | -0.7% |
| 1Y | +9.2% | +8.2% | +1.0% | +4.4% |
| 3Y | +34.1% | +66.5% | -32.4% | +3.8% |
| 5Y | +17.3% | +1.2% | +16.1% | +6.3% |
| 10Y | +284.9% | +191.4% | +93.5% | +96.3% |
| All | +296.7% | +124.8% | +171.8% | +110.8% |
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