+82.3%
DT vs ALLY
+43.8%
+38.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | -7.5% | -0.7% | -6.9% | -7.3% |
| 30D | -31.5% | +1.1% | -32.7% | -31.7% |
| 3M | -14.0% | -13.2% | -0.8% | -10.1% |
| 6M | +6.9% | -13.5% | +20.3% | +11.7% |
| YTD | +0.3% | -14.3% | +14.6% | +4.6% |
| 1Y | -6.9% | -1.1% | -5.8% | -7.5% |
| 3Y | -13.9% | +62.0% | -75.9% | -29.4% |
| 5Y | -39.9% | -9.6% | -30.3% | -42.6% |
| All | +82.3% | +43.8% | +38.5% | +54.1% |
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