+186.0%
ALLY vs DVA
+186.3%
-0.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -1.9% | +2.0% | -4.0% | -2.5% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | -2.8% | -7.7% | +4.8% | -1.5% |
| 6M | +10.3% | +20.0% | -9.6% | +2.3% |
| YTD | -5.7% | +61.1% | -66.8% | -21.4% |
| 1Y | +3.9% | +33.9% | -29.9% | -8.0% |
| 3Y | +64.7% | +91.5% | -26.8% | +23.3% |
| 5Y | -2.6% | +41.8% | -44.4% | -21.8% |
| 10Y | +186.0% | +187.5% | -1.5% | +74.4% |
| All | +186.0% | +186.3% | -0.3% | +74.4% |
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