+287.3%
RSP vs ALLY
+101.5%
+185.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | +2.1% | +4.2% | -2.0% | +0.7% |
| 3M | -0.9% | -12.4% | +11.5% | +3.3% |
| 6M | +7.5% | -8.7% | +16.2% | +10.3% |
| YTD | +14.6% | -11.6% | +26.2% | +18.2% |
| 1Y | +17.6% | +0.2% | +17.5% | +16.2% |
| 3Y | +60.8% | +57.1% | +3.7% | +31.8% |
| 5Y | +46.1% | -6.8% | +53.0% | +37.6% |
| 10Y | +221.4% | +200.4% | +21.0% | +85.3% |
| All | +287.3% | +101.5% | +185.8% | +143.0% |
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