+117.9%
DVN vs ALLY
-0.1%
+118.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.8% |
| 7D | -1.3% | +1.0% | -2.4% | -1.7% |
| 30D | +12.6% | -3.3% | +15.9% | +13.7% |
| 3M | +8.1% | +0.5% | +7.7% | +7.0% |
| 6M | +10.2% | +12.6% | -2.4% | +3.2% |
| YTD | +33.8% | -4.7% | +38.4% | +33.1% |
| 1Y | +43.9% | +5.2% | +38.7% | +36.9% |
| 3Y | +1.7% | +66.5% | -64.7% | -21.1% |
| All | +117.9% | -0.1% | +118.0% | +106.6% |
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