+863.5%
DE vs ALLY
+178.1%
+685.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | -3.0% | -1.9% | -1.1% | -2.3% |
| 30D | +11.1% | -4.5% | +15.6% | +12.9% |
| 3M | +17.6% | -2.8% | +20.4% | +18.6% |
| 6M | +13.6% | +10.3% | +3.3% | +9.0% |
| YTD | +46.3% | -5.7% | +52.0% | +48.1% |
| 1Y | +44.2% | +3.9% | +40.2% | +40.0% |
| 3Y | +76.6% | +64.7% | +11.9% | +38.8% |
| 5Y | +98.2% | -2.6% | +100.8% | +82.7% |
| 10Y | +863.5% | +186.0% | +677.5% | +435.0% |
| All | +863.5% | +178.1% | +685.5% | +435.0% |
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