+267.0%
RTX vs ALLY
+189.4%
+77.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | -5.1% | +0.9% | -6.1% | -5.5% |
| 30D | +5.1% | +3.1% | +2.1% | +3.9% |
| 3M | -14.8% | -12.6% | -2.3% | -10.9% |
| 6M | +8.0% | -12.4% | +20.5% | +12.6% |
| YTD | +4.5% | -13.2% | +17.6% | +8.4% |
| 1Y | +9.8% | +1.8% | +8.0% | +7.4% |
| 3Y | +144.2% | +58.0% | +86.2% | +89.9% |
| 5Y | +131.4% | -8.4% | +139.9% | +114.1% |
| All | +267.0% | +189.4% | +77.7% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling