+96.0%
ALLY vs DTE
+279.8%
-183.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -2.1% | +3.2% | -5.3% | -3.9% |
| 30D | +2.0% | +8.5% | -6.5% | -2.8% |
| 3M | -13.3% | +1.3% | -14.6% | -14.1% |
| 6M | -9.9% | -0.7% | -9.2% | -10.0% |
| YTD | -13.5% | +10.6% | -24.2% | -19.7% |
| 1Y | -2.8% | +2.6% | -5.5% | -5.6% |
| 3Y | +63.4% | +56.5% | +6.9% | +19.1% |
| 5Y | -10.9% | +46.7% | -57.6% | -33.1% |
| 10Y | +174.7% | +150.4% | +24.3% | +67.0% |
| All | +96.0% | +279.8% | -183.8% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling