-100.0%
DFNS vs ALLY
+124.2%
-224.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -2.7% |
| 7D | -42.8% | -0.2% | -42.6% | -42.8% |
| 30D | -67.6% | +3.4% | -71.0% | -67.1% |
| 3M | -94.9% | -11.1% | -83.8% | -95.1% |
| 6M | -96.7% | -11.5% | -85.2% | -96.9% |
| YTD | -99.6% | -12.3% | -87.3% | -99.6% |
| 1Y | -99.7% | +1.1% | -100.8% | -99.7% |
| 3Y | -100.0% | +64.8% | -164.8% | -100.0% |
| 5Y | -100.0% | -6.9% | -93.1% | -100.0% |
| All | -100.0% | +124.2% | -224.2% | -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