+126.1%
RY vs ALLY
-7.4%
+133.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +4.4% | +4.2% | +0.3% | +3.4% |
| 3M | -2.9% | -12.4% | +9.5% | +0.2% |
| 6M | +15.6% | -8.7% | +24.2% | +17.9% |
| YTD | +21.8% | -11.6% | +33.5% | +24.9% |
| 1Y | +42.6% | +0.2% | +42.4% | +41.7% |
| 3Y | +160.9% | +57.1% | +103.8% | +125.6% |
| 5Y | +126.1% | -6.8% | +132.9% | +119.7% |
| All | +126.1% | -7.4% | +133.5% | +119.7% |
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 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