+0.2%
ALLY vs DVA
+38.1%
-37.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | +1.0% | +2.2% | -1.2% | +0.6% |
| 30D | -3.3% | -2.0% | -1.3% | -2.9% |
| 3M | +0.5% | -6.3% | +6.7% | +1.1% |
| 6M | +12.6% | +19.4% | -6.8% | +6.5% |
| YTD | -4.7% | +58.5% | -63.2% | -16.7% |
| 1Y | +5.2% | +33.9% | -28.6% | -3.9% |
| 3Y | +66.5% | +88.4% | -22.0% | +33.2% |
| 5Y | +0.2% | +39.5% | -39.3% | -16.5% |
| All | +0.2% | +38.1% | -37.8% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling