-100.0%
DFNS vs ALLY
-10.9%
-89.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.6% | -19.6% |
| 7D | -12.7% | -2.1% | -10.5% | -13.5% |
| 30D | -65.2% | +2.0% | -67.2% | -64.8% |
| 3M | -94.6% | -13.3% | -81.2% | -94.9% |
| 6M | -96.2% | -9.9% | -86.4% | -96.4% |
| YTD | -99.6% | -13.5% | -86.1% | -99.6% |
| 1Y | -99.7% | -2.8% | -96.9% | -99.7% |
| 3Y | -100.0% | +63.4% | -163.4% | -100.0% |
| 5Y | -100.0% | -10.9% | -89.1% | -100.0% |
| All | -100.0% | -10.9% | -89.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling