+49.1%
DUK vs ALLY
+69.8%
-20.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +0.8% |
| 7D | +0.7% | +1.0% | -0.3% | +0.7% |
| 30D | -2.0% | -3.3% | +1.3% | -2.0% |
| 3M | +0.2% | +0.5% | -0.2% | +0.2% |
| 6M | -6.9% | +12.6% | -19.5% | -7.0% |
| YTD | +6.1% | -4.7% | +10.8% | +6.3% |
| 1Y | +4.4% | +5.2% | -0.8% | +4.4% |
| 3Y | +49.1% | +66.5% | -17.4% | +39.4% |
| All | +49.1% | +69.8% | -20.7% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling