+238.6%
RDW vs ALLY
+64.5%
+174.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | +4.8% | -3.3% | +8.1% | +7.7% |
| 30D | -19.5% | -4.1% | -15.5% | -16.6% |
| 3M | -26.9% | +1.4% | -28.3% | -28.5% |
| 6M | +17.8% | +14.4% | +3.4% | +2.8% |
| YTD | +43.0% | -4.9% | +48.0% | +48.3% |
| 1Y | +32.1% | +5.5% | +26.5% | +25.5% |
| All | +238.6% | +64.5% | +174.2% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling