+530.7%
RMD vs ALLY
+98.1%
+432.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | +2.3% | +0.9% | +1.4% | +2.2% |
| 30D | +4.1% | +3.1% | +1.0% | +3.5% |
| 3M | +5.7% | -12.6% | +18.3% | +8.9% |
| 6M | +12.9% | -12.4% | +25.3% | +16.2% |
| YTD | -1.5% | -13.2% | +11.6% | +1.3% |
| 1Y | -4.8% | +1.8% | -6.6% | -5.4% |
| 3Y | +57.5% | +58.0% | -0.5% | +38.8% |
| 5Y | -5.5% | -8.4% | +2.9% | -9.1% |
| 10Y | +357.8% | +195.3% | +162.5% | +209.3% |
| All | +530.7% | +98.1% | +432.6% | +339.2% |
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