+167.2%
ALLY vs RNG
+234.5%
-67.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.4% | +4.6% | -4.2% | -0.5% |
| 30D | +5.2% | +0.4% | +4.8% | +4.9% |
| 3M | -13.3% | +11.4% | -24.7% | -15.5% |
| 6M | -6.7% | +95.7% | -102.3% | -19.8% |
| YTD | -12.8% | +162.9% | -175.7% | -31.4% |
| 1Y | +0.7% | +180.3% | -179.6% | -21.9% |
| 3Y | +65.2% | +188.3% | -123.1% | +23.7% |
| 5Y | -10.1% | -72.5% | +62.4% | -13.9% |
| All | +167.2% | +234.5% | -67.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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