+123.4%
ALLY vs DTE
+267.9%
-144.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +3.7% | +0.2% | +3.5% | +3.6% |
| 30D | -2.3% | -2.6% | +0.3% | -0.8% |
| 3M | +3.8% | -3.9% | +7.7% | +5.9% |
| 6M | +9.7% | -7.9% | +17.6% | +14.3% |
| YTD | -1.4% | +7.2% | -8.6% | -6.6% |
| 1Y | +8.2% | +3.1% | +5.2% | +4.8% |
| 3Y | +66.5% | +47.6% | +18.9% | +25.7% |
| 5Y | +1.2% | +32.7% | -31.5% | -19.1% |
| 10Y | +191.4% | +138.8% | +52.7% | +80.8% |
| All | +123.4% | +267.9% | -144.4% | +34.2% |
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 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