+380.4%
RCL vs ALLY
+189.4%
+191.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.6% |
| 7D | +6.5% | +0.9% | +5.6% | +5.9% |
| 30D | +15.9% | +3.1% | +12.8% | +13.3% |
| 3M | +2.7% | -12.6% | +15.2% | +13.2% |
| 6M | +15.2% | -12.4% | +27.7% | +26.6% |
| YTD | +19.2% | -13.2% | +32.4% | +31.4% |
| 1Y | +31.6% | +1.8% | +29.8% | +28.7% |
| 3Y | +274.2% | +58.0% | +216.2% | +140.0% |
| 5Y | +250.1% | -8.4% | +258.5% | +232.6% |
| All | +380.4% | +189.4% | +191.1% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling