+173.8%
DAL vs ALLY
+54.4%
+119.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.2% |
| 6M | +19.8% | -12.4% | +32.3% | +30.0% |
| YTD | +27.0% | -13.2% | +40.1% | +38.0% |
| 1Y | +52.5% | +1.8% | +50.6% | +51.3% |
| 3Y | +173.8% | +58.0% | +115.9% | +135.4% |
| All | +173.8% | +54.4% | +119.5% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling