+899.1%
DE vs ALLY
+95.5%
+803.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +3.3% | -0.7% | +3.9% | +3.5% |
| 30D | +10.7% | +1.1% | +9.6% | +10.1% |
| 3M | +13.1% | -13.2% | +26.3% | +18.6% |
| 6M | +20.2% | -13.5% | +33.7% | +25.8% |
| YTD | +48.9% | -14.3% | +63.2% | +55.6% |
| 1Y | +46.6% | -1.1% | +47.8% | +45.3% |
| 3Y | +91.4% | +62.0% | +29.4% | +53.4% |
| 5Y | +108.1% | -9.6% | +117.8% | +97.4% |
| 10Y | +782.7% | +176.0% | +606.7% | +421.2% |
| All | +899.1% | +95.5% | +803.6% | +508.0% |
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 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