+7.3%
RRX vs ALLY
-9.5%
+16.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.3% |
| 7D | +7.5% | +0.9% | +6.6% | +6.8% |
| 30D | +3.0% | +3.1% | -0.1% | +1.0% |
| 3M | -5.3% | -12.6% | +7.2% | +0.9% |
| 6M | -26.6% | -12.4% | -14.2% | -21.8% |
| YTD | +21.2% | -13.2% | +34.3% | +29.1% |
| 1Y | +25.9% | +1.8% | +24.1% | +23.9% |
| 3Y | +71.7% | +58.0% | +13.7% | +39.7% |
| All | +7.3% | -9.5% | +16.8% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling