+123.4%
ALLY vs RBA
+374.8%
-251.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.7% | -2.9% | +6.6% | +4.8% |
| 30D | -2.3% | -12.3% | +10.0% | +2.4% |
| 3M | +3.8% | -20.5% | +24.4% | +12.0% |
| 6M | +9.7% | -18.5% | +28.3% | +17.0% |
| YTD | -1.4% | -18.2% | +16.8% | +4.6% |
| 1Y | +8.2% | -27.5% | +35.7% | +20.2% |
| 3Y | +66.5% | +38.1% | +28.4% | +42.9% |
| 5Y | +1.2% | +44.8% | -43.6% | -17.2% |
| 10Y | +191.4% | +187.1% | +4.3% | +73.4% |
| All | +123.4% | +374.8% | -251.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling