+879.9%
RSG vs ALLY
+98.6%
+781.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | +13.5% | +1.9% | +11.6% | +13.1% |
| 3M | +16.3% | -12.1% | +28.4% | +18.5% |
| 6M | +26.9% | -9.0% | +35.9% | +28.3% |
| YTD | +19.1% | -12.9% | +32.0% | +20.8% |
| 1Y | +21.8% | -0.1% | +21.9% | +20.8% |
| 3Y | +63.5% | +64.6% | -1.1% | +45.1% |
| 5Y | +98.6% | -10.1% | +108.7% | +91.9% |
| 10Y | +444.4% | +176.7% | +267.7% | +289.3% |
| All | +879.9% | +98.6% | +781.3% | +624.7% |
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