-13.9%
DT vs ALLY
+65.2%
-79.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | -5.4% | -2.8% | -2.7% | -4.7% |
| 30D | -32.2% | +1.9% | -34.1% | -32.5% |
| 3M | -10.9% | -12.1% | +1.2% | -7.7% |
| 6M | +10.0% | -9.0% | +19.0% | +12.8% |
| YTD | +2.1% | -12.9% | +15.0% | +5.5% |
| 1Y | -5.5% | -0.1% | -5.4% | -6.2% |
| All | -13.9% | +65.2% | -79.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling