+162.6%
DUK vs ALLY
+174.3%
-11.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +1.9% | +0.4% | +1.6% | +1.9% |
| 30D | +8.9% | +5.2% | +3.6% | +8.1% |
| 3M | +5.6% | -13.3% | +18.9% | +7.5% |
| 6M | +7.0% | -6.7% | +13.6% | +7.7% |
| YTD | +14.0% | -12.8% | +26.9% | +15.6% |
| 1Y | +9.1% | +0.7% | +8.4% | +8.2% |
| 3Y | +67.6% | +65.2% | +2.4% | +49.4% |
| 5Y | +56.6% | -10.1% | +66.7% | +51.5% |
| All | +162.6% | +174.3% | -11.7% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling