+3.9%
ALLY vs DTE
+4.6%
-0.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -1.9% | 0.0% | -2.0% | -1.9% |
| 30D | -4.5% | -0.5% | -3.9% | -4.4% |
| 3M | -2.8% | -6.0% | +3.2% | -2.6% |
| 6M | +10.3% | -7.2% | +17.5% | +10.7% |
| YTD | -5.7% | +7.2% | -12.9% | -7.6% |
| 1Y | +3.9% | +4.1% | -0.1% | +4.4% |
| All | +3.9% | +4.6% | -0.7% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling