+94.7%
DE vs ALLY
+61.3%
+33.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | +3.5% | -0.2% | +3.8% | +3.6% |
| 30D | +11.3% | +3.4% | +7.9% | +10.1% |
| 3M | +11.6% | -11.1% | +22.7% | +15.4% |
| 6M | +20.9% | -11.5% | +32.3% | +24.9% |
| YTD | +49.7% | -12.3% | +62.0% | +54.5% |
| 1Y | +49.5% | +1.1% | +48.4% | +47.2% |
| 3Y | +94.7% | +64.8% | +29.9% | +64.6% |
| All | +94.7% | +61.3% | +33.4% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling