+667.5%
RCL vs ALLY
+101.5%
+566.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.2% |
| 7D | +3.9% | -1.1% | +5.1% | +4.9% |
| 30D | +11.8% | +4.2% | +7.6% | +8.6% |
| 3M | -0.8% | -12.4% | +11.6% | +8.7% |
| 6M | +23.6% | -8.7% | +32.3% | +31.5% |
| YTD | +17.6% | -11.6% | +29.3% | +27.6% |
| 1Y | +28.3% | +0.2% | +28.1% | +27.2% |
| 3Y | +261.4% | +57.1% | +204.4% | +141.0% |
| 5Y | +245.3% | -6.8% | +252.2% | +226.0% |
| 10Y | +381.8% | +200.4% | +181.4% | +100.3% |
| All | +667.5% | +101.5% | +566.0% | +254.3% |
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