+63.3%
RSG vs ALLY
+61.3%
+2.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | 0.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +13.8% | +3.4% | +10.3% | +13.7% |
| 3M | +15.4% | -11.1% | +26.4% | +15.6% |
| 6M | +24.1% | -11.5% | +35.6% | +24.3% |
| YTD | +17.8% | -12.3% | +30.2% | +18.1% |
| 1Y | +21.5% | +1.1% | +20.4% | +21.1% |
| 3Y | +63.3% | +64.8% | -1.5% | +61.1% |
| All | +63.3% | +61.3% | +2.0% | +61.1% |
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