+98.7%
ALLY vs RNG
+310.1%
-211.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | -0.2% | -6.2% | +6.0% | +1.0% |
| 30D | +3.4% | -8.0% | +11.5% | +4.8% |
| 3M | -11.1% | +15.7% | -26.8% | -13.9% |
| 6M | -11.5% | +60.3% | -71.8% | -20.7% |
| YTD | -12.3% | +153.8% | -166.1% | -30.0% |
| 1Y | +1.1% | +172.2% | -171.1% | -20.5% |
| 3Y | +64.8% | +174.8% | -110.0% | +25.7% |
| 5Y | -6.9% | -68.6% | +61.8% | -9.0% |
| 10Y | +194.9% | +248.2% | -53.2% | +77.8% |
| All | +98.7% | +310.1% | -211.5% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling