-99.6%
DFNS vs ALLY
+4.2%
-103.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.8% | -22.1% | -22.0% |
| 7D | -27.7% | +2.4% | -30.0% | -30.3% |
| 30D | -58.0% | +5.6% | -63.5% | -61.0% |
| 3M | -94.0% | -11.7% | -82.3% | -93.0% |
| 6M | -94.6% | -7.0% | -87.5% | -94.2% |
| YTD | -99.4% | -10.4% | -89.0% | -99.3% |
| 1Y | -99.6% | +2.4% | -102.0% | -99.7% |
| All | -99.6% | +4.2% | -103.9% | -99.7% |
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