+100.2%
ALLY vs RRC
-36.1%
+136.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.6% |
| 7D | -1.1% | -6.9% | +5.7% | +0.2% |
| 30D | +4.2% | +25.4% | -21.2% | -0.8% |
| 3M | -12.4% | +31.9% | -44.3% | -17.5% |
| 6M | -8.7% | +17.2% | -25.9% | -12.4% |
| YTD | -11.6% | +43.4% | -55.0% | -19.0% |
| 1Y | +0.2% | +36.7% | -36.6% | -7.5% |
| 3Y | +57.1% | +38.8% | +18.3% | +42.7% |
| 5Y | -6.8% | +118.3% | -125.1% | -24.7% |
| 10Y | +200.4% | +67.7% | +132.7% | +109.8% |
| All | +100.2% | -36.1% | +136.4% | +47.8% |
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