+62.5%
DVN vs ALLY
+178.1%
-115.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.8% |
| 7D | -0.1% | -1.9% | +1.8% | +0.9% |
| 30D | +8.0% | -4.5% | +12.5% | +10.5% |
| 3M | +11.9% | -2.8% | +14.8% | +12.2% |
| 6M | +10.6% | +10.3% | +0.3% | +0.9% |
| YTD | +35.4% | -5.7% | +41.1% | +34.4% |
| 1Y | +46.5% | +3.9% | +42.5% | +35.8% |
| 3Y | +3.0% | +64.7% | -61.7% | -32.5% |
| 5Y | +120.5% | -2.6% | +123.1% | +88.8% |
| 10Y | +62.5% | +186.0% | -123.5% | -31.2% |
| All | +62.5% | +178.1% | -115.6% | -31.2% |
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