+44.2%
DE vs ALLY
+4.3%
+39.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -3.0% | -1.9% | -1.1% | -2.6% |
| 30D | +11.1% | -4.5% | +15.6% | +12.3% |
| 3M | +17.6% | -2.8% | +20.4% | +18.3% |
| 6M | +13.6% | +10.3% | +3.3% | +11.7% |
| YTD | +46.3% | -5.7% | +52.0% | +46.9% |
| 1Y | +44.2% | +3.9% | +40.2% | +42.5% |
| All | +44.2% | +4.3% | +39.9% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling