+234.8%
RCL vs ALLY
+1.6%
+233.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -5.1% | +3.7% | -8.8% | -7.1% |
| 30D | -19.0% | -2.3% | -16.7% | -17.9% |
| 3M | -9.6% | +3.8% | -13.4% | -11.6% |
| 6M | -6.7% | +9.7% | -16.4% | -11.8% |
| YTD | -3.9% | -1.4% | -2.5% | -3.4% |
| 1Y | -25.1% | +8.2% | -33.3% | -28.9% |
| 3Y | +179.1% | +66.5% | +112.6% | +95.6% |
| All | +234.8% | +1.6% | +233.2% | +224.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling