+82.1%
DT vs ALLY
+45.7%
+36.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -24.7% | +0.9% | -25.6% | -24.9% |
| 30D | -27.4% | +3.1% | -30.5% | -28.0% |
| 3M | -11.1% | -12.6% | +1.5% | -7.3% |
| 6M | +13.7% | -12.4% | +26.1% | +18.3% |
| YTD | +0.2% | -13.2% | +13.4% | +4.0% |
| 1Y | -5.7% | +1.8% | -7.5% | -7.2% |
| 3Y | -8.1% | +58.0% | -66.1% | -24.1% |
| 5Y | -43.1% | -8.4% | -34.6% | -45.8% |
| All | +82.1% | +45.7% | +36.4% | +53.3% |
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