-14.1%
DECK vs ALLY
+57.0%
-71.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | +6.0% | -1.1% | +7.2% | +6.6% |
| 30D | +7.4% | +4.2% | +3.3% | +5.5% |
| 3M | -11.7% | -12.4% | +0.8% | -6.2% |
| 6M | -11.0% | -8.7% | -2.3% | -7.4% |
| YTD | -15.4% | -11.6% | -3.7% | -11.1% |
| 1Y | +7.2% | +0.2% | +7.1% | +6.2% |
| All | -14.1% | +57.0% | -71.1% | -20.3% |
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