+772.4%
RSG vs ALLY
+124.8%
+647.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | +3.7% | -3.4% | -0.3% |
| 30D | +7.6% | -2.3% | +9.8% | +7.9% |
| 3M | +7.4% | +3.8% | +3.6% | +6.6% |
| 6M | -3.3% | +9.7% | -13.0% | -5.0% |
| YTD | +6.0% | -1.4% | +7.4% | +5.7% |
| 1Y | -3.7% | +8.2% | -11.9% | -5.6% |
| 3Y | +59.1% | +66.5% | -7.4% | +41.3% |
| 5Y | +89.0% | +1.2% | +87.8% | +79.1% |
| 10Y | +412.5% | +191.4% | +221.1% | +263.4% |
| All | +772.4% | +124.8% | +647.5% | +533.8% |
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