+50.4%
ALLE vs RRC
+110.6%
-60.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -0.6% | -10.8% | +10.3% | +0.6% |
| 30D | +25.3% | +22.3% | +3.0% | +22.3% |
| 3M | +10.3% | +26.6% | -16.3% | +7.1% |
| 6M | +38.0% | +18.9% | +19.1% | +34.8% |
| YTD | +17.8% | +39.2% | -21.4% | +12.5% |
| 1Y | +13.6% | +34.0% | -20.4% | +8.9% |
| 3Y | +89.2% | +42.0% | +47.2% | +77.4% |
| All | +50.4% | +110.6% | -60.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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