+3.0%
ALLY vs RNG
-70.5%
+73.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.2% |
| 7D | +3.7% | +5.8% | -2.1% | +2.3% |
| 30D | -2.3% | +19.6% | -21.9% | -6.4% |
| 3M | +3.8% | +67.0% | -63.2% | -9.5% |
| 6M | +9.7% | +88.4% | -78.7% | -8.9% |
| YTD | -1.4% | +155.5% | -156.9% | -26.3% |
| 1Y | +8.2% | +141.7% | -133.4% | -18.3% |
| 3Y | +66.5% | +131.1% | -64.6% | +21.0% |
| All | +3.0% | -70.5% | +73.5% | -7.4% |
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