+338.0%
DOV vs ALLY
+99.9%
+238.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.5% | +4.1% |
| 7D | -1.4% | -0.2% | -1.1% | -1.3% |
| 30D | +12.8% | +3.4% | +9.3% | +11.1% |
| 3M | +1.1% | -11.1% | +12.2% | +5.8% |
| 6M | -2.6% | -11.5% | +8.9% | +1.8% |
| YTD | +9.9% | -12.3% | +22.2% | +14.8% |
| 1Y | +19.3% | +1.1% | +18.2% | +17.5% |
| 3Y | +68.4% | +64.8% | +3.6% | +31.0% |
| 5Y | +29.1% | -6.9% | +36.0% | +21.3% |
| 10Y | +340.2% | +194.9% | +145.2% | +123.0% |
| All | +338.0% | +99.9% | +238.1% | +143.7% |
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 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