+215.7%
DUK vs ALLY
+98.6%
+117.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.6% | -2.8% | +2.1% | -0.3% |
| 30D | +9.4% | +1.9% | +7.5% | +9.1% |
| 3M | +5.4% | -12.1% | +17.6% | +7.0% |
| 6M | +4.9% | -9.0% | +13.9% | +5.9% |
| YTD | +12.7% | -12.9% | +25.7% | +14.1% |
| 1Y | +7.8% | -0.1% | +7.9% | +7.1% |
| 3Y | +63.3% | +64.6% | -1.3% | +47.6% |
| 5Y | +54.2% | -10.1% | +64.3% | +49.3% |
| 10Y | +156.8% | +176.7% | -19.9% | +94.1% |
| All | +215.7% | +98.6% | +117.1% | +143.9% |
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