+603.1%
RIO vs ALLY
+178.4%
+424.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.6% |
| 7D | +1.9% | +1.0% | +0.9% | +1.6% |
| 30D | +5.0% | -3.3% | +8.2% | +5.9% |
| 3M | +5.1% | +0.5% | +4.7% | +4.7% |
| 6M | +17.6% | +12.6% | +5.0% | +12.7% |
| YTD | +36.3% | -4.7% | +41.0% | +37.3% |
| 1Y | +71.2% | +5.2% | +66.0% | +66.3% |
| 3Y | +102.7% | +66.5% | +36.2% | +62.8% |
| 5Y | +99.6% | +0.2% | +99.3% | +82.9% |
| 10Y | +603.1% | +180.8% | +422.3% | +302.0% |
| All | +603.1% | +178.4% | +424.7% | +302.0% |
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 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