+221.5%
DAL vs ALLY
+101.5%
+120.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.5% |
| 7D | +4.6% | -1.1% | +5.7% | +5.4% |
| 30D | +2.3% | +4.2% | -1.9% | -0.1% |
| 3M | -8.1% | -12.4% | +4.3% | -0.4% |
| 6M | +21.4% | -8.7% | +30.1% | +28.4% |
| YTD | +24.3% | -11.6% | +36.0% | +34.0% |
| 1Y | +47.4% | +0.2% | +47.2% | +47.3% |
| 3Y | +164.6% | +57.1% | +107.5% | +94.9% |
| 5Y | +100.2% | -6.8% | +107.1% | +93.3% |
| 10Y | +124.9% | +200.4% | -75.5% | +6.0% |
| All | +221.5% | +101.5% | +120.0% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling