+90.0%
RIO vs ALLY
-9.5%
+99.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | -10.1% | +3.1% | -13.2% | -10.8% |
| 3M | -14.1% | -12.6% | -1.6% | -11.5% |
| 6M | -18.9% | -12.4% | -6.5% | -16.6% |
| YTD | +9.9% | -13.2% | +23.1% | +12.9% |
| 1Y | +27.0% | +1.8% | +25.2% | +25.6% |
| 3Y | +50.1% | +58.0% | -7.9% | +29.0% |
| All | +90.0% | -9.5% | +99.5% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling