+215.9%
RRX vs ALLY
+178.4%
+37.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +2.2% |
| 7D | +4.3% | +1.0% | +3.3% | +3.7% |
| 30D | -8.0% | -3.3% | -4.7% | -6.5% |
| 3M | -22.0% | +0.5% | -22.5% | -22.1% |
| 6M | -11.9% | +12.6% | -24.5% | -16.8% |
| YTD | +17.1% | -4.7% | +21.8% | +19.4% |
| 1Y | +14.9% | +5.2% | +9.7% | +11.4% |
| 3Y | +6.9% | +66.5% | -59.6% | -17.4% |
| 5Y | +19.6% | +0.2% | +19.3% | +11.2% |
| 10Y | +215.9% | +180.8% | +35.2% | +66.2% |
| All | +215.9% | +178.4% | +37.5% | +66.2% |
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 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