+30.9%
DVN vs ALLY
-0.2%
+31.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +4.0% |
| 7D | +1.9% | -2.8% | +4.7% | +1.0% |
| 30D | -8.2% | +1.9% | -10.1% | -7.5% |
| 3M | -0.3% | -12.1% | +11.8% | -3.7% |
| 6M | -2.5% | -9.0% | +6.5% | -4.5% |
| YTD | +25.0% | -12.9% | +38.0% | +24.8% |
| All | +30.9% | -0.2% | +31.1% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling