+98.7%
ALLY vs DVA
+189.9%
-91.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +3.4% | +3.5% | -0.1% | +2.2% |
| 3M | -11.1% | +1.0% | -12.0% | -11.7% |
| 6M | -11.5% | -6.6% | -4.9% | -11.0% |
| YTD | -12.3% | +63.3% | -75.6% | -28.2% |
| 1Y | +1.1% | +50.0% | -48.9% | -14.7% |
| 3Y | +64.8% | +120.1% | -55.3% | +16.5% |
| 5Y | -6.9% | +73.7% | -80.6% | -31.8% |
| 10Y | +194.9% | +212.7% | -17.8% | +62.0% |
| All | +98.7% | +189.9% | -91.2% | +19.9% |
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 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