+372.2%
RIO vs ALLY
+124.8%
+247.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | 0.0% | +3.7% | -3.7% | -1.3% |
| 30D | +4.0% | -2.3% | +6.2% | +4.7% |
| 3M | +0.1% | +3.8% | -3.7% | -1.4% |
| 6M | +12.7% | +9.7% | +3.0% | +8.6% |
| YTD | +35.6% | -1.4% | +37.0% | +35.1% |
| 1Y | +73.7% | +8.2% | +65.5% | +66.8% |
| 3Y | +93.3% | +66.5% | +26.8% | +52.6% |
| 5Y | +92.4% | +1.2% | +91.2% | +74.3% |
| 10Y | +606.9% | +191.4% | +415.5% | +259.6% |
| All | +372.2% | +124.8% | +247.4% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling