+381.4%
RIO vs ALLY
+201.0%
+180.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.2% | +2.9% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | -8.9% | +3.4% | -12.3% | -9.9% |
| 3M | -12.7% | -11.1% | -1.6% | -9.7% |
| 6M | -16.2% | -11.5% | -4.7% | -13.4% |
| YTD | +13.4% | -12.3% | +25.7% | +17.1% |
| 1Y | +30.9% | +1.1% | +29.8% | +29.1% |
| 3Y | +60.2% | +64.8% | -4.6% | +29.2% |
| 5Y | +98.9% | -6.9% | +105.8% | +86.9% |
| 10Y | +381.4% | +194.9% | +186.5% | +168.5% |
| All | +381.4% | +201.0% | +180.4% | +168.5% |
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