-100.0%
DFNS vs ALLY
+122.7%
-222.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.6% | +11.1% | +13.2% |
| 7D | -13.0% | -2.8% | -10.2% | -13.9% |
| 30D | -56.9% | +1.9% | -58.8% | -56.5% |
| 3M | -93.2% | -12.1% | -81.1% | -93.5% |
| 6M | -95.4% | -9.0% | -86.4% | -95.6% |
| YTD | -99.5% | -12.9% | -86.6% | -99.5% |
| 1Y | -99.6% | -0.1% | -99.6% | -99.6% |
| 3Y | -100.0% | +64.6% | -164.6% | -100.0% |
| 5Y | -100.0% | -10.1% | -89.9% | -100.0% |
| All | -100.0% | +122.7% | -222.7% | -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