+784.1%
DE vs ALLY
+182.4%
+601.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | +2.3% | -2.8% | +5.0% | +3.3% |
| 30D | +9.3% | +1.9% | +7.5% | +8.4% |
| 3M | +12.2% | -12.1% | +24.3% | +17.4% |
| 6M | +18.1% | -9.0% | +27.1% | +21.6% |
| YTD | +49.8% | -12.9% | +62.7% | +55.9% |
| 1Y | +46.4% | -0.1% | +46.5% | +44.4% |
| 3Y | +92.5% | +64.6% | +27.9% | +51.2% |
| 5Y | +107.4% | -10.1% | +117.5% | +97.3% |
| 10Y | +784.1% | +176.7% | +607.4% | +374.8% |
| All | +784.1% | +182.4% | +601.7% | +374.8% |
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