-39.5%
DT vs ALLY
-10.9%
-28.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +2.7% | -2.1% | +4.9% | +3.6% |
| 30D | -30.4% | +2.0% | -32.4% | -30.8% |
| 3M | -9.4% | -13.3% | +3.9% | -4.5% |
| 6M | +14.5% | -9.9% | +24.4% | +18.7% |
| YTD | +3.6% | -13.5% | +17.1% | +8.3% |
| 1Y | -3.4% | -2.8% | -0.6% | -3.6% |
| 3Y | -11.1% | +63.4% | -74.5% | -31.9% |
| 5Y | -39.5% | -10.9% | -28.6% | -39.1% |
| All | -39.5% | -10.9% | -28.5% | -39.1% |
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 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