+626.7%
RVMD vs ALLY
+63.3%
+563.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.0% | +3.7% | -2.6% | -0.4% |
| 30D | +6.4% | -2.3% | +8.7% | +7.3% |
| 3M | +34.9% | +3.8% | +31.1% | +32.6% |
| 6M | +107.6% | +9.7% | +97.8% | +98.7% |
| YTD | +163.7% | -1.4% | +165.1% | +161.5% |
| 1Y | +439.2% | +8.2% | +431.0% | +412.1% |
| 3Y | +499.2% | +66.5% | +432.7% | +366.7% |
| 5Y | +621.7% | +1.2% | +620.5% | +556.9% |
| All | +626.7% | +63.3% | +563.4% | +349.0% |
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