+18.4%
DVN vs ALLY
+97.2%
-78.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.2% |
| 7D | +7.8% | -2.1% | +10.0% | +9.1% |
| 30D | -7.9% | +2.0% | -9.9% | -9.6% |
| 3M | +3.7% | -13.3% | +17.1% | +11.5% |
| 6M | +0.2% | -9.9% | +10.0% | +3.6% |
| YTD | +28.6% | -13.5% | +42.1% | +33.3% |
| 1Y | +34.6% | -2.8% | +37.4% | +29.5% |
| 3Y | +11.8% | +63.4% | -51.6% | -27.2% |
| 5Y | +37.6% | -10.9% | +48.4% | +22.1% |
| 10Y | +59.7% | +174.7% | -115.1% | -36.8% |
| All | +18.4% | +97.2% | -78.8% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling