+123.4%
ALLY vs RVTY
+227.9%
-104.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +3.7% | +1.1% | +2.6% | +3.1% |
| 30D | -2.3% | +13.2% | -15.5% | -8.1% |
| 3M | +3.8% | +27.2% | -23.4% | -8.4% |
| 6M | +9.7% | +32.4% | -22.7% | -5.7% |
| YTD | -1.4% | +34.9% | -36.3% | -16.7% |
| 1Y | +8.2% | +52.4% | -44.1% | -14.3% |
| 3Y | +66.5% | +12.3% | +54.2% | +46.9% |
| 5Y | +1.2% | -30.8% | +32.0% | +11.3% |
| 10Y | +191.4% | +150.7% | +40.7% | +50.9% |
| All | +123.4% | +227.9% | -104.4% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling