-100.0%
DFNS vs ALLY
+122.1%
-222.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.7% | -10.5% | -12.8% |
| 7D | -44.0% | +0.9% | -44.9% | -43.7% |
| 30D | -69.1% | +3.1% | -72.2% | -68.7% |
| 3M | -95.6% | -12.6% | -83.1% | -95.8% |
| 6M | -96.2% | -12.4% | -83.7% | -96.3% |
| YTD | -99.6% | -13.2% | -86.5% | -99.6% |
| 1Y | -99.7% | +1.8% | -101.6% | -99.7% |
| 3Y | -100.0% | +58.0% | -157.9% | -100.0% |
| 5Y | -100.0% | -8.4% | -91.5% | -100.0% |
| All | -100.0% | +122.1% | -222.1% | -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