+526.9%
RCL vs ALLY
+124.8%
+402.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.4% |
| 7D | -5.1% | +3.7% | -8.8% | -7.5% |
| 30D | -19.0% | -2.3% | -16.7% | -17.7% |
| 3M | -9.6% | +3.8% | -13.4% | -12.1% |
| 6M | -6.7% | +9.7% | -16.4% | -12.9% |
| YTD | -3.9% | -1.4% | -2.5% | -3.5% |
| 1Y | -25.1% | +8.2% | -33.3% | -30.0% |
| 3Y | +179.1% | +66.5% | +112.6% | +77.8% |
| 5Y | +243.3% | +1.2% | +242.1% | +203.9% |
| 10Y | +325.8% | +191.4% | +134.3% | +73.3% |
| All | +526.9% | +124.8% | +402.1% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling