+51.2%
RIO vs ALLY
+65.3%
-14.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -9.1% | +5.2% | -14.3% | -10.1% |
| 3M | -13.7% | -13.3% | -0.4% | -11.2% |
| 6M | -24.3% | -6.7% | -17.7% | -23.5% |
| YTD | +8.9% | -12.8% | +21.7% | +11.4% |
| 1Y | +22.7% | +0.7% | +22.0% | +21.9% |
| 3Y | +51.2% | +65.2% | -14.0% | +33.1% |
| All | +51.2% | +65.3% | -14.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling