+439.2%
RVMD vs ALLY
+9.5%
+429.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.0% | +3.7% | -2.6% | +0.5% |
| 30D | +6.4% | -2.3% | +8.7% | +6.8% |
| 3M | +34.9% | +3.8% | +31.1% | +34.1% |
| 6M | +107.6% | +9.7% | +97.8% | +104.9% |
| YTD | +163.7% | -1.4% | +165.1% | +161.7% |
| 1Y | +439.2% | +8.2% | +431.0% | +448.3% |
| All | +439.2% | +9.5% | +429.7% | +448.3% |
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