+310.1%
RL vs ALLY
+178.4%
+131.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.5% |
| 7D | +1.9% | +1.0% | +0.9% | +1.3% |
| 30D | -12.2% | -3.3% | -8.9% | -10.8% |
| 3M | -6.6% | +0.5% | -7.1% | -7.0% |
| 6M | +3.2% | +12.6% | -9.4% | -3.0% |
| YTD | -1.3% | -4.7% | +3.4% | +0.7% |
| 1Y | +13.6% | +5.2% | +8.4% | +9.7% |
| 3Y | +210.9% | +66.5% | +144.4% | +130.2% |
| 5Y | +246.9% | +0.2% | +246.6% | +219.2% |
| 10Y | +310.1% | +180.8% | +129.3% | +120.1% |
| All | +310.1% | +178.4% | +131.7% | +120.1% |
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 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