+56.3%
RSG vs ALLY
+63.1%
-6.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.4% |
| 7D | 0.0% | -1.9% | +1.9% | 0.0% |
| 30D | +3.7% | -4.5% | +8.1% | +3.8% |
| 3M | +6.2% | -2.8% | +9.0% | +6.2% |
| 6M | -2.8% | +10.3% | -13.1% | -3.2% |
| YTD | +5.9% | -5.7% | +11.6% | +6.0% |
| 1Y | -1.8% | +3.9% | -5.7% | -2.1% |
| All | +56.3% | +63.1% | -6.8% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling