+25.7%
RDW vs ALLY
+5.0%
+20.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +0.9% | -3.8% | +4.7% | +4.4% |
| 30D | -21.3% | -4.9% | -16.3% | -17.5% |
| 3M | -37.9% | -2.6% | -35.3% | -37.6% |
| 6M | +12.3% | +15.7% | -3.5% | -7.6% |
| YTD | +39.7% | -5.2% | +44.9% | +47.1% |
| 1Y | +25.7% | +2.8% | +22.9% | +18.8% |
| All | +25.7% | +5.0% | +20.6% | +18.8% |
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