+122.8%
DAL vs ALLY
+189.4%
-66.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.2% |
| 7D | +8.8% | +0.9% | +7.9% | +8.3% |
| 30D | +5.4% | +3.1% | +2.3% | +3.5% |
| 3M | -4.9% | -12.6% | +7.6% | +3.5% |
| 6M | +19.8% | -12.4% | +32.3% | +30.4% |
| YTD | +27.0% | -13.2% | +40.1% | +38.7% |
| 1Y | +52.5% | +1.8% | +50.6% | +50.7% |
| 3Y | +173.8% | +58.0% | +115.9% | +96.9% |
| 5Y | +104.5% | -8.4% | +113.0% | +99.4% |
| All | +122.8% | +189.4% | -66.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling