-99.9%
DFNS vs ALLY
+152.2%
-252.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | -16.0% | +3.7% | -19.7% | -15.0% |
| 30D | -77.7% | -2.3% | -75.4% | -78.0% |
| 3M | -77.2% | +3.8% | -81.0% | -76.8% |
| 6M | -95.2% | +9.7% | -104.9% | -95.0% |
| YTD | -98.0% | -1.4% | -96.6% | -98.0% |
| 1Y | -98.3% | +8.2% | -106.5% | -98.2% |
| 3Y | -99.9% | +66.5% | -166.4% | -99.9% |
| 5Y | -99.9% | +1.2% | -101.1% | -99.8% |
| All | -99.9% | +152.2% | -252.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling