-33.7%
REPL vs ALLY
-10.0%
-23.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +1.2% | +0.4% | +0.9% | +1.1% |
| 30D | +92.2% | +5.2% | +86.9% | +89.0% |
| 3M | +44.1% | -13.3% | +57.4% | +50.4% |
| 6M | +313.0% | -6.7% | +319.7% | +319.4% |
| YTD | +125.2% | -12.8% | +138.0% | +130.2% |
| 1Y | +143.8% | +0.7% | +143.1% | +136.2% |
| 3Y | +104.2% | +65.2% | +39.0% | +62.3% |
| All | -33.7% | -10.0% | -23.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling