+165.1%
ALLY vs RRC
+71.8%
+93.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.1% | +2.5% | -4.7% | -2.7% |
| 30D | +2.0% | +21.1% | -19.1% | -2.4% |
| 3M | -13.3% | +28.4% | -41.7% | -18.2% |
| 6M | -9.9% | +26.5% | -36.3% | -15.0% |
| YTD | -13.5% | +47.0% | -60.6% | -21.6% |
| 1Y | -2.8% | +35.2% | -38.0% | -10.4% |
| 3Y | +63.4% | +61.0% | +2.4% | +43.3% |
| 5Y | -10.9% | +133.6% | -144.5% | -29.7% |
| All | +165.1% | +71.8% | +93.2% | +75.5% |
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