+358.7%
RY vs ALLY
+189.4%
+169.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +5.9% | +3.1% | +2.8% | +4.9% |
| 3M | -4.3% | -12.6% | +8.3% | -0.5% |
| 6M | +12.1% | -12.4% | +24.6% | +16.3% |
| YTD | +20.3% | -13.2% | +33.4% | +24.5% |
| 1Y | +41.0% | +1.8% | +39.2% | +39.1% |
| 3Y | +157.5% | +58.0% | +99.6% | +115.1% |
| 5Y | +123.2% | -8.4% | +131.6% | +112.2% |
| All | +358.7% | +189.4% | +169.4% | +182.2% |
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