+98.7%
ALLY vs DTE
+277.4%
-178.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.5% |
| 7D | -0.2% | +1.8% | -2.0% | -1.2% |
| 30D | +3.4% | +9.0% | -5.6% | -1.7% |
| 3M | -11.1% | -0.2% | -10.9% | -11.1% |
| 6M | -11.5% | +0.1% | -11.6% | -12.1% |
| YTD | -12.3% | +10.0% | -22.3% | -18.3% |
| 1Y | +1.1% | +4.7% | -3.5% | -3.0% |
| 3Y | +64.8% | +55.7% | +9.1% | +20.5% |
| 5Y | -6.9% | +45.1% | -52.0% | -29.6% |
| 10Y | +194.9% | +145.1% | +49.9% | +80.2% |
| All | +98.7% | +277.4% | -178.7% | +17.4% |
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