-10.2%
ALLY vs RVTY
-10.9%
+0.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.8% | -0.7% | -2.0% | -2.6% |
| 30D | +1.9% | +1.7% | +0.1% | +0.6% |
| 3M | -12.1% | +36.8% | -48.9% | -24.5% |
| 6M | -9.0% | +60.1% | -69.1% | -28.0% |
| YTD | -12.9% | +64.0% | -76.9% | -32.7% |
| 1Y | -0.1% | +68.2% | -68.3% | -23.8% |
| 3Y | +64.6% | +88.8% | -24.2% | +12.6% |
| All | -10.2% | -10.9% | +0.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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