+90.3%
RIO vs ALLY
-10.0%
+100.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.2% |
| 3M | -13.7% | -13.3% | -0.4% | -10.9% |
| 6M | -24.3% | -6.7% | -17.7% | -23.3% |
| YTD | +8.9% | -12.8% | +21.7% | +11.8% |
| 1Y | +22.7% | +0.7% | +22.0% | +21.7% |
| 3Y | +51.2% | +65.2% | -14.0% | +28.6% |
| All | +90.3% | -10.0% | +100.3% | +87.8% |
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