+357.3%
RL vs ALLY
+189.4%
+167.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -4.2% | +0.9% | -5.1% | -4.5% |
| 30D | +4.3% | +3.1% | +1.2% | +2.7% |
| 3M | -4.6% | -12.6% | +8.0% | +2.0% |
| 6M | +1.7% | -12.4% | +14.2% | +8.5% |
| YTD | +7.3% | -13.2% | +20.5% | +14.7% |
| 1Y | +20.8% | +1.8% | +19.0% | +19.1% |
| 3Y | +247.0% | +58.0% | +189.0% | +164.9% |
| 5Y | +225.5% | -8.4% | +233.9% | +214.8% |
| All | +357.3% | +189.4% | +167.9% | +139.3% |
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