+167.2%
ALLY vs DVA
+193.2%
-26.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.4% | -8.8% | +9.1% | +3.0% |
| 30D | +5.2% | -3.4% | +8.6% | +6.1% |
| 3M | -13.3% | -2.6% | -10.7% | -13.0% |
| 6M | -6.7% | -11.9% | +5.2% | -4.6% |
| YTD | -12.8% | +53.6% | -66.5% | -26.7% |
| 1Y | +0.7% | +41.9% | -41.2% | -13.1% |
| 3Y | +65.2% | +97.5% | -32.3% | +22.6% |
| 5Y | -10.1% | +65.0% | -75.1% | -32.5% |
| All | +167.2% | +193.2% | -26.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling