+100.0%
DAL vs ALLY
+69.8%
+30.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.5% |
| 7D | +3.4% | +1.0% | +2.4% | +2.7% |
| 30D | -13.6% | -3.3% | -10.3% | -11.8% |
| 3M | +1.2% | +0.5% | +0.8% | +1.0% |
| 6M | +34.5% | +12.6% | +21.9% | +25.3% |
| YTD | +14.7% | -4.7% | +19.4% | +17.7% |
| 1Y | +29.2% | +5.2% | +24.0% | +25.0% |
| 3Y | +100.0% | +66.5% | +33.5% | +62.1% |
| All | +100.0% | +69.8% | +30.2% | +62.1% |
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