-8.2%
ALLY vs RNG
-69.1%
+60.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 7D | +0.9% | -11.3% | +12.3% | +3.7% |
| 30D | +3.1% | -5.7% | +8.8% | +4.2% |
| 3M | -12.6% | +16.8% | -29.3% | -16.4% |
| 6M | -12.4% | +58.5% | -70.9% | -23.8% |
| YTD | -13.2% | +151.3% | -164.5% | -35.6% |
| 1Y | +1.8% | +169.0% | -167.2% | -26.0% |
| 3Y | +58.0% | +156.9% | -98.9% | +10.3% |
| All | -8.2% | -69.1% | +60.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling