+174.4%
RRX vs ALLY
+98.1%
+76.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | -5.3% | -12.6% | +7.2% | +0.5% |
| 6M | -26.6% | -12.4% | -14.2% | -22.1% |
| YTD | +21.2% | -13.2% | +34.3% | +28.7% |
| 1Y | +25.9% | +1.8% | +24.1% | +24.1% |
| 3Y | +71.7% | +58.0% | +13.7% | +38.0% |
| 5Y | +7.8% | -8.4% | +16.2% | +4.9% |
| 10Y | +242.9% | +195.3% | +47.6% | +83.2% |
| All | +174.4% | +98.1% | +76.3% | +59.4% |
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