+18.0%
RSP vs ALLY
-1.7%
+19.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -1.0% | +0.9% | -2.0% | -1.3% |
| 30D | +2.6% | +3.1% | -0.5% | +1.8% |
| 3M | -0.8% | -12.6% | +11.8% | +2.3% |
| 6M | +6.3% | -12.4% | +18.7% | +9.3% |
| YTD | +14.1% | -13.2% | +27.3% | +17.6% |
| 1Y | +18.0% | +1.8% | +16.2% | +14.9% |
| All | +18.0% | -1.7% | +19.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling