+373.0%
RL vs ALLY
+201.0%
+171.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.4% |
| 7D | +0.2% | -0.2% | +0.5% | +0.5% |
| 30D | +7.3% | +3.4% | +3.9% | +5.6% |
| 3M | +1.0% | -11.1% | +12.1% | +7.1% |
| 6M | +11.8% | -11.5% | +23.3% | +18.6% |
| YTD | +13.6% | -12.3% | +25.9% | +20.9% |
| 1Y | +24.0% | +1.1% | +22.9% | +22.7% |
| 3Y | +256.6% | +64.8% | +191.8% | +166.7% |
| 5Y | +240.2% | -6.9% | +247.1% | +226.3% |
| 10Y | +373.0% | +194.9% | +178.0% | +143.9% |
| All | +373.0% | +201.0% | +171.9% | +143.9% |
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