+11.1%
DVN vs ALLY
+95.5%
-84.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.6% |
| 7D | -8.8% | -0.7% | -8.2% | -8.7% |
| 30D | -10.0% | +1.1% | -11.2% | -11.2% |
| 3M | -3.7% | -13.2% | +9.5% | +3.4% |
| 6M | -3.5% | -13.5% | +9.9% | +2.0% |
| YTD | +20.8% | -14.3% | +35.0% | +25.8% |
| 1Y | +31.2% | -1.1% | +32.4% | +24.9% |
| 3Y | +5.0% | +62.0% | -57.0% | -31.3% |
| 5Y | +29.9% | -9.6% | +39.6% | +14.0% |
| 10Y | +45.5% | +176.0% | -130.5% | -42.7% |
| All | +11.1% | +95.5% | -84.3% | -52.2% |
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 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