+2.0%
RDW vs ALLY
+26.8%
-24.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +0.9% | -3.8% | +4.7% | +3.3% |
| 30D | -21.3% | -4.9% | -16.3% | -18.7% |
| 3M | -37.9% | -2.6% | -35.3% | -37.2% |
| 6M | +12.3% | +15.7% | -3.5% | +1.6% |
| YTD | +39.7% | -5.2% | +44.9% | +44.4% |
| 1Y | +25.7% | +2.8% | +22.9% | +24.0% |
| 3Y | +230.8% | +63.4% | +167.4% | +159.2% |
| 5Y | -8.8% | -2.6% | -6.2% | -17.3% |
| All | +2.0% | +26.8% | -24.8% | -10.2% |
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 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