+57.3%
DVN vs ALLY
+174.3%
-117.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.3% |
| 7D | +10.4% | +0.4% | +10.0% | +10.1% |
| 30D | -6.7% | +5.2% | -11.9% | -9.9% |
| 3M | +5.6% | -13.3% | +18.9% | +13.4% |
| 6M | +0.7% | -6.7% | +7.3% | +2.0% |
| YTD | +29.6% | -12.8% | +42.4% | +33.6% |
| 1Y | +36.3% | +0.7% | +35.6% | +28.5% |
| 3Y | +13.2% | +65.2% | -52.1% | -26.5% |
| 5Y | +38.6% | -10.1% | +48.7% | +23.6% |
| All | +57.3% | +174.3% | -117.0% | -33.5% |
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