+123.4%
ALLY vs DVA
+187.5%
-64.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +3.7% | +1.8% | +1.8% | +3.1% |
| 30D | -2.3% | -2.5% | +0.2% | -1.6% |
| 3M | +3.8% | -4.3% | +8.1% | +4.1% |
| 6M | +9.7% | +18.9% | -9.2% | +1.6% |
| YTD | -1.4% | +61.9% | -63.4% | -18.7% |
| 1Y | +8.2% | +35.7% | -27.5% | -5.3% |
| 3Y | +66.5% | +78.6% | -12.2% | +26.2% |
| 5Y | +1.2% | +39.2% | -38.0% | -18.9% |
| 10Y | +191.4% | +184.0% | +7.4% | +68.3% |
| All | +123.4% | +187.5% | -64.0% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling