+509.0%
RVMD vs ALLY
-9.3%
+518.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +1.7% | +1.1% | +0.6% | +1.1% |
| 3M | -6.7% | -13.2% | +6.5% | -1.3% |
| 6M | +36.1% | -13.5% | +49.6% | +43.5% |
| YTD | +142.4% | -14.3% | +156.7% | +154.2% |
| 1Y | +207.8% | -1.1% | +208.9% | +202.3% |
| 3Y | +879.5% | +62.0% | +817.5% | +629.6% |
| 5Y | +509.0% | -9.6% | +518.7% | +525.5% |
| All | +509.0% | -9.3% | +518.3% | +525.5% |
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