+163.7%
RRX vs ALLY
+124.8%
+38.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +3.4% | +3.7% | -0.2% | +1.7% |
| 30D | -11.1% | -2.3% | -8.9% | -10.1% |
| 3M | -23.7% | +3.8% | -27.6% | -25.0% |
| 6M | -22.0% | +9.7% | -31.7% | -25.2% |
| YTD | +16.5% | -1.4% | +17.9% | +16.9% |
| 1Y | +11.5% | +8.2% | +3.3% | +6.9% |
| 3Y | +1.5% | +66.5% | -65.0% | -21.0% |
| 5Y | +18.3% | +1.2% | +17.1% | +9.7% |
| 10Y | +209.8% | +191.4% | +18.4% | +64.5% |
| All | +163.7% | +124.8% | +38.9% | +44.8% |
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