+123.4%
ALLY vs RNG
+312.9%
-189.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.0% |
| 7D | +3.7% | +5.8% | -2.1% | +2.6% |
| 30D | -2.3% | +19.6% | -21.9% | -5.6% |
| 3M | +3.8% | +67.0% | -63.2% | -6.9% |
| 6M | +9.7% | +88.4% | -78.7% | -5.1% |
| YTD | -1.4% | +155.5% | -156.9% | -21.1% |
| 1Y | +8.2% | +141.7% | -133.4% | -12.6% |
| 3Y | +66.5% | +131.1% | -64.6% | +31.4% |
| 5Y | +1.2% | -70.6% | +71.8% | -0.2% |
| 10Y | +191.4% | +228.2% | -36.8% | +77.9% |
| All | +123.4% | +312.9% | -189.4% | +32.3% |
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