+358.5%
RIO vs ALLY
+182.8%
+175.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | +3.6% | -0.7% | +4.2% | +3.8% |
| 30D | -10.8% | +1.1% | -11.9% | -11.2% |
| 3M | -15.2% | -13.2% | -2.0% | -11.6% |
| 6M | -18.0% | -13.5% | -4.5% | -14.7% |
| YTD | +11.0% | -14.3% | +25.3% | +15.4% |
| 1Y | +26.4% | -1.1% | +27.5% | +25.5% |
| 3Y | +54.4% | +62.0% | -7.7% | +25.2% |
| 5Y | +98.1% | -9.6% | +107.7% | +88.0% |
| 10Y | +358.5% | +176.0% | +182.6% | +165.5% |
| All | +358.5% | +182.8% | +175.7% | +165.5% |
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