-24.1%
RKT vs ALLY
+119.6%
-143.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.7% |
| 7D | -7.5% | -2.1% | -5.4% | -6.4% |
| 30D | +26.6% | +2.0% | +24.6% | +25.3% |
| 3M | -2.4% | -13.3% | +10.9% | +5.7% |
| 6M | -7.4% | -9.9% | +2.5% | -1.3% |
| YTD | -29.2% | -13.5% | -15.6% | -22.8% |
| 1Y | -23.5% | -2.8% | -20.7% | -21.4% |
| 3Y | +73.9% | +63.4% | +10.5% | +33.8% |
| 5Y | -6.6% | -10.9% | +4.3% | -10.2% |
| All | -24.1% | +119.6% | -143.7% | -42.8% |
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 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