+525.3%
RVMD vs ALLY
+44.2%
+481.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -7.0% |
| 7D | -9.5% | -2.8% | -6.7% | -8.5% |
| 30D | -6.8% | +1.9% | -8.7% | -7.7% |
| 3M | -12.1% | -12.1% | 0.0% | -7.8% |
| 6M | +25.4% | -9.0% | +34.4% | +29.1% |
| YTD | +126.9% | -12.9% | +139.8% | +135.6% |
| 1Y | +182.0% | -0.1% | +182.1% | +176.6% |
| 3Y | +816.8% | +64.6% | +752.2% | +611.1% |
| 5Y | +464.0% | -10.1% | +474.1% | +439.4% |
| All | +525.3% | +44.2% | +481.0% | +304.6% |
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