+123.4%
ALLY vs RRC
-46.7%
+170.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +3.8% | +4.0% | -0.2% | +2.7% |
| 6M | +9.7% | +1.6% | +8.1% | +8.5% |
| YTD | -1.4% | +19.7% | -21.1% | -5.9% |
| 1Y | +8.2% | +21.4% | -13.2% | +2.6% |
| 3Y | +66.5% | +29.7% | +36.8% | +54.0% |
| 5Y | +1.2% | +153.9% | -152.7% | -20.0% |
| 10Y | +191.4% | +10.8% | +180.6% | +118.9% |
| All | +123.4% | -46.7% | +170.1% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling