+618.6%
RVMD vs ALLY
+56.2%
+562.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | -0.7% | -1.9% | +1.2% | 0.0% |
| 30D | +0.3% | -4.5% | +4.8% | +2.0% |
| 3M | +38.9% | -2.8% | +41.7% | +40.1% |
| 6M | +108.1% | +10.3% | +97.8% | +98.8% |
| YTD | +160.7% | -5.7% | +166.4% | +163.0% |
| 1Y | +407.3% | +3.9% | +403.3% | +389.4% |
| 3Y | +546.6% | +64.7% | +481.9% | +405.5% |
| 5Y | +579.8% | -2.6% | +582.4% | +528.3% |
| All | +618.6% | +56.2% | +562.4% | +351.7% |
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