+186.0%
ALLY vs RNG
+215.2%
-29.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.9% | -4.1% | +2.1% | -1.2% |
| 30D | -4.5% | +8.6% | -13.1% | -6.1% |
| 3M | -2.8% | +78.0% | -80.8% | -14.2% |
| 6M | +10.3% | +67.0% | -56.7% | -2.6% |
| YTD | -5.7% | +142.4% | -148.1% | -24.4% |
| 1Y | +3.9% | +120.4% | -116.5% | -15.2% |
| 3Y | +64.7% | +122.1% | -57.4% | +29.7% |
| 5Y | -2.6% | -69.8% | +67.3% | -6.3% |
| 10Y | +186.0% | +223.4% | -37.4% | +59.6% |
| All | +186.0% | +215.2% | -29.3% | +59.6% |
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