+63.3%
ALLY vs DVA
+125.5%
-62.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +0.9% | +2.1% | -1.1% | +0.6% |
| 30D | +3.1% | +8.2% | -5.2% | +1.9% |
| 3M | -12.6% | +5.9% | -18.5% | -13.4% |
| 6M | -12.4% | -1.3% | -11.1% | -13.0% |
| YTD | -13.2% | +68.4% | -81.6% | -22.0% |
| 1Y | +1.8% | +57.5% | -55.6% | -7.1% |
| All | +63.3% | +125.5% | -62.2% | +23.0% |
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 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