-2.8%
RGTI vs ALLY
-4.4%
+1.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.5% |
| 7D | -18.1% | +0.4% | -18.5% | -18.4% |
| 30D | -17.6% | +5.2% | -22.9% | -21.0% |
| 3M | -48.3% | -13.3% | -35.0% | -42.4% |
| 6M | -47.8% | -6.7% | -41.1% | -45.1% |
| YTD | -56.6% | -12.8% | -43.7% | -52.0% |
| 1Y | -61.8% | +0.7% | -62.5% | -62.1% |
| 3Y | +807.5% | +65.2% | +742.3% | +566.7% |
| 5Y | -8.8% | -10.1% | +1.3% | -19.6% |
| All | -2.8% | -4.4% | +1.6% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling