+127.9%
DUK vs ALLY
+188.1%
-60.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.1% | -1.9% | +1.8% | +0.1% |
| 30D | +0.2% | -4.5% | +4.7% | +0.8% |
| 3M | -1.9% | -2.8% | +1.0% | -1.7% |
| 6M | -6.5% | +10.3% | -16.8% | -8.1% |
| YTD | +5.4% | -5.7% | +11.1% | +5.8% |
| 1Y | +3.6% | +3.9% | -0.4% | +2.2% |
| 3Y | +48.1% | +64.7% | -16.6% | +32.7% |
| 5Y | +39.6% | -2.6% | +42.2% | +33.3% |
| All | +127.9% | +188.1% | -60.1% | +71.3% |
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