+94.3%
ALLY vs RVTY
+300.8%
-206.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -0.7% | -2.7% | +2.0% | +0.4% |
| 30D | +1.1% | +3.2% | -2.1% | -0.9% |
| 3M | -13.2% | +37.2% | -50.4% | -26.3% |
| 6M | -13.5% | +57.7% | -71.2% | -31.9% |
| YTD | -14.3% | +64.8% | -79.1% | -34.9% |
| 1Y | -1.1% | +72.8% | -74.0% | -26.7% |
| 3Y | +62.0% | +89.8% | -27.8% | +10.1% |
| 5Y | -9.6% | -8.4% | -1.2% | -13.9% |
| 10Y | +176.0% | +219.5% | -43.5% | +26.0% |
| All | +94.3% | +300.8% | -206.5% | -16.9% |
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