+213.4%
RL vs ALLY
+63.1%
+150.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.8% | +3.7% | -4.5% | -2.6% |
| 30D | -7.8% | -2.3% | -5.5% | -6.8% |
| 3M | -4.0% | +3.8% | -7.8% | -5.9% |
| 6M | -1.9% | +9.7% | -11.6% | -6.4% |
| YTD | -0.2% | -1.4% | +1.2% | 0.0% |
| 1Y | +10.7% | +8.2% | +2.4% | +5.6% |
| All | +213.4% | +63.1% | +150.3% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling