+176.7%
ALLY vs DTE
+151.0%
+25.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -2.8% | +1.6% | -4.3% | -3.8% |
| 30D | +1.9% | +9.1% | -7.2% | -3.9% |
| 3M | -12.1% | +2.4% | -14.5% | -13.7% |
| 6M | -9.0% | -0.2% | -8.8% | -9.5% |
| YTD | -12.9% | +11.0% | -24.0% | -20.3% |
| 1Y | -0.1% | +3.4% | -3.5% | -4.0% |
| 3Y | +64.6% | +57.1% | +7.5% | +12.9% |
| 5Y | -10.1% | +46.6% | -56.6% | -36.3% |
| 10Y | +176.7% | +151.3% | +25.4% | +59.3% |
| All | +176.7% | +151.0% | +25.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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