+11.1%
RDW vs ALLY
+4.2%
+6.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.7% | -8.6% |
| 7D | -14.3% | +2.4% | -16.7% | -16.5% |
| 30D | -26.0% | +5.6% | -31.5% | -30.3% |
| 3M | -27.4% | -11.7% | -15.7% | -18.0% |
| 6M | -10.6% | -7.0% | -3.6% | -6.2% |
| YTD | +1.6% | -10.4% | +12.0% | +17.7% |
| 1Y | +11.1% | +2.4% | +8.7% | +4.1% |
| All | +11.1% | +4.2% | +6.8% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling