+869.8%
RSG vs ALLY
+99.9%
+769.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +13.8% | +3.4% | +10.3% | +13.2% |
| 3M | +15.4% | -11.1% | +26.4% | +17.3% |
| 6M | +24.1% | -11.5% | +35.6% | +26.1% |
| YTD | +17.8% | -12.3% | +30.2% | +19.5% |
| 1Y | +21.5% | +1.1% | +20.4% | +20.3% |
| 3Y | +63.3% | +64.8% | -1.5% | +44.9% |
| 5Y | +97.3% | -6.9% | +104.2% | +89.2% |
| 10Y | +448.1% | +194.9% | +253.2% | +288.4% |
| All | +869.8% | +99.9% | +769.8% | +616.6% |
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