+176.7%
ALLY vs RRC
+72.2%
+104.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | +1.9% | +25.2% | -23.3% | -3.2% |
| 3M | -12.1% | +27.8% | -39.9% | -17.0% |
| 6M | -9.0% | +27.2% | -36.2% | -14.3% |
| YTD | -12.9% | +48.2% | -61.1% | -21.1% |
| 1Y | -0.1% | +34.7% | -34.8% | -7.8% |
| 3Y | +64.6% | +62.2% | +2.4% | +44.1% |
| 5Y | -10.1% | +130.9% | -141.0% | -29.0% |
| 10Y | +176.7% | +73.4% | +103.2% | +83.6% |
| All | +176.7% | +72.2% | +104.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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