+66.5%
ALLY vs DTE
+48.7%
+17.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | -3.3% | -1.9% | -1.4% | -2.8% |
| 3M | +0.5% | -3.3% | +3.8% | +1.3% |
| 6M | +12.6% | -7.1% | +19.7% | +14.8% |
| YTD | -4.7% | +8.1% | -12.8% | -8.2% |
| 1Y | +5.2% | +5.3% | 0.0% | +2.3% |
| 3Y | +66.5% | +48.2% | +18.3% | +28.2% |
| All | +66.5% | +48.7% | +17.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling