+428.1%
RSG vs ALLY
+178.1%
+250.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | +3.7% | -4.5% | +8.1% | +4.3% |
| 3M | +6.2% | -2.8% | +9.0% | +6.4% |
| 6M | -2.8% | +10.3% | -13.1% | -4.7% |
| YTD | +5.9% | -5.7% | +11.6% | +6.2% |
| 1Y | -1.8% | +3.9% | -5.7% | -3.2% |
| 3Y | +57.5% | +64.7% | -7.2% | +39.5% |
| 5Y | +91.1% | -2.6% | +93.7% | +82.2% |
| 10Y | +428.1% | +186.0% | +242.1% | +270.2% |
| All | +428.1% | +178.1% | +250.0% | +270.2% |
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