+76.3%
ALLY vs DVA
+85.7%
-9.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.7% | +1.8% | +1.8% | +3.4% |
| 30D | -2.3% | -2.5% | +0.2% | -2.0% |
| 3M | +3.8% | -4.3% | +8.1% | +3.8% |
| 6M | +9.7% | +18.9% | -9.2% | +5.9% |
| YTD | -1.4% | +61.9% | -63.4% | -10.1% |
| 1Y | +8.2% | +35.7% | -27.5% | +2.0% |
| All | +76.3% | +85.7% | -9.5% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling