+100.2%
DAL vs ALLY
-7.4%
+107.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.6% |
| 7D | +4.6% | -1.1% | +5.7% | +5.3% |
| 30D | +2.3% | +4.2% | -1.9% | +0.1% |
| 3M | -8.1% | -12.4% | +4.3% | -0.9% |
| 6M | +21.4% | -8.7% | +30.1% | +28.0% |
| YTD | +24.3% | -11.6% | +36.0% | +33.3% |
| 1Y | +47.4% | +0.2% | +47.2% | +47.5% |
| 3Y | +164.6% | +57.1% | +107.5% | +103.9% |
| 5Y | +100.2% | -6.8% | +107.1% | +123.8% |
| All | +100.2% | -7.4% | +107.7% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling