+176.0%
ALLY vs DVA
+197.6%
-21.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | -13.2% | -2.4% | -10.8% | -12.9% |
| 6M | -13.5% | -9.8% | -3.7% | -12.1% |
| YTD | -14.3% | +57.8% | -72.1% | -28.5% |
| 1Y | -1.1% | +49.2% | -50.3% | -16.0% |
| 3Y | +62.0% | +116.0% | -54.0% | +16.5% |
| 5Y | -9.6% | +68.5% | -78.1% | -32.5% |
| 10Y | +176.0% | +198.9% | -22.9% | +59.7% |
| All | +176.0% | +197.6% | -21.6% | +59.7% |
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