+22.3%
DVN vs ALLY
+124.8%
-102.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +1.5% | +3.7% | -2.2% | -0.6% |
| 30D | +14.2% | -2.3% | +16.4% | +15.4% |
| 3M | +5.2% | +3.8% | +1.4% | +1.5% |
| 6M | +11.9% | +9.7% | +2.2% | +2.3% |
| YTD | +32.8% | -1.4% | +34.2% | +28.6% |
| 1Y | +38.6% | +8.2% | +30.3% | +25.5% |
| 3Y | +0.5% | +66.5% | -65.9% | -34.6% |
| 5Y | +111.0% | +1.2% | +109.8% | +75.4% |
| 10Y | +56.1% | +191.4% | -135.3% | -39.5% |
| All | +22.3% | +124.8% | -102.6% | -51.2% |
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