+123.4%
ALLY vs RGEN
+1,086.1%
-962.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.7% | -4.9% | +8.6% | +4.6% |
| 30D | -2.3% | +5.7% | -7.9% | -3.3% |
| 3M | +3.8% | +32.4% | -28.6% | -1.7% |
| 6M | +9.7% | +33.2% | -23.5% | +3.4% |
| YTD | -1.4% | +2.3% | -3.7% | -2.8% |
| 1Y | +8.2% | +39.0% | -30.8% | +0.7% |
| 3Y | +66.5% | -4.6% | +71.1% | +60.2% |
| 5Y | +1.2% | -42.7% | +43.9% | +0.8% |
| 10Y | +191.4% | +433.6% | -242.2% | +109.6% |
| All | +123.4% | +1,086.1% | -962.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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