-10.1%
ALLY vs RRC
+135.4%
-145.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | -12.1% | +27.8% | -39.9% | -18.0% |
| 6M | -9.0% | +27.2% | -36.2% | -15.4% |
| YTD | -12.9% | +48.2% | -61.1% | -23.2% |
| 1Y | -0.1% | +34.7% | -34.8% | -9.6% |
| 3Y | +64.6% | +62.2% | +2.4% | +37.8% |
| 5Y | -10.1% | +130.9% | -141.0% | -27.8% |
| All | -10.1% | +135.4% | -145.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling