+270.3%
ALLE vs RRC
-39.4%
+309.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -6.8% | +10.1% | -16.9% | -7.6% |
| 3M | +21.0% | +4.0% | +17.0% | +20.5% |
| 6M | +1.1% | +1.6% | -0.5% | +0.7% |
| YTD | -0.5% | +19.7% | -20.2% | -2.5% |
| 1Y | -7.3% | +21.4% | -28.7% | -9.3% |
| 3Y | +42.3% | +29.7% | +12.6% | +37.1% |
| 5Y | +13.5% | +153.9% | -140.4% | +1.4% |
| 10Y | +144.0% | +10.8% | +133.2% | +108.4% |
| All | +270.3% | -39.4% | +309.7% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling