+208.4%
RL vs ALLY
+101.5%
+106.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -6.7% |
| 7D | -4.7% | -1.1% | -3.5% | -4.1% |
| 30D | +3.6% | +4.2% | -0.6% | +1.6% |
| 3M | +0.5% | -12.4% | +13.0% | +7.1% |
| 6M | +6.6% | -8.7% | +15.3% | +11.2% |
| YTD | +8.8% | -11.6% | +20.5% | +15.1% |
| 1Y | +21.8% | +0.2% | +21.6% | +21.1% |
| 3Y | +245.8% | +57.1% | +188.7% | +168.6% |
| 5Y | +230.0% | -6.8% | +236.8% | +216.7% |
| 10Y | +369.4% | +200.4% | +169.1% | +158.7% |
| All | +208.4% | +101.5% | +106.9% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling