+194.9%
ALLY vs RBA
+236.6%
-41.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | 0.0% |
| 7D | -0.2% | +2.5% | -2.7% | -1.2% |
| 30D | +3.4% | +11.6% | -8.1% | -1.2% |
| 3M | -11.1% | +1.5% | -12.6% | -12.0% |
| 6M | -11.5% | -6.6% | -4.9% | -10.3% |
| YTD | -12.3% | -6.3% | -6.1% | -11.9% |
| 1Y | +1.1% | -4.0% | +5.1% | +0.7% |
| 3Y | +64.8% | +47.3% | +17.5% | +35.3% |
| 5Y | -6.9% | +47.7% | -54.5% | -25.7% |
| 10Y | +194.9% | +224.7% | -29.8% | +49.0% |
| All | +194.9% | +236.6% | -41.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling