-100.0%
DFNS vs ALLY
+122.9%
-222.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.2% |
| 7D | -6.0% | +0.4% | -6.3% | -5.9% |
| 30D | -71.2% | +5.2% | -76.4% | -70.7% |
| 3M | -94.5% | -13.3% | -81.2% | -94.8% |
| 6M | -96.5% | -6.7% | -89.9% | -96.6% |
| YTD | -99.6% | -12.8% | -86.8% | -99.6% |
| 1Y | -99.7% | +0.7% | -100.4% | -99.7% |
| 3Y | -100.0% | +65.2% | -165.2% | -100.0% |
| 5Y | -100.0% | -10.1% | -89.8% | -100.0% |
| All | -100.0% | +122.9% | -222.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling