+69.4%
ALLY vs RRC
+31.1%
+38.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | -2.3% | +10.1% | -12.4% | -4.3% |
| 3M | +3.8% | +4.0% | -0.2% | +2.7% |
| 6M | +9.7% | +1.6% | +8.1% | +8.4% |
| YTD | -1.4% | +19.7% | -21.1% | -7.7% |
| 1Y | +8.2% | +21.4% | -13.2% | 0.0% |
| All | +69.4% | +31.1% | +38.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling