+49.6%
RSP vs ALLY
-9.3%
+58.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +3.7% | +1.1% | +2.5% | +3.3% |
| 3M | +0.7% | -13.2% | +13.9% | +4.8% |
| 6M | +9.0% | -13.5% | +22.5% | +13.3% |
| YTD | +16.7% | -14.3% | +31.0% | +21.1% |
| 1Y | +19.0% | -1.1% | +20.1% | +18.2% |
| 3Y | +64.7% | +62.0% | +2.7% | +36.6% |
| 5Y | +49.6% | -9.6% | +59.2% | +47.9% |
| All | +49.6% | -9.3% | +58.9% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling