+342.6%
ALLE vs RRC
-27.4%
+370.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.6% |
| 7D | 0.0% | -6.9% | +6.9% | +0.6% |
| 30D | +20.6% | +25.4% | -4.8% | +18.0% |
| 3M | +11.4% | +31.9% | -20.5% | +8.5% |
| 6M | +42.5% | +17.2% | +25.3% | +40.0% |
| YTD | +18.9% | +43.4% | -24.5% | +14.5% |
| 1Y | +14.2% | +36.7% | -22.6% | +10.4% |
| 3Y | +90.7% | +38.8% | +51.9% | +82.4% |
| 5Y | +52.5% | +118.3% | -65.8% | +37.8% |
| 10Y | +231.2% | +67.7% | +163.5% | +173.6% |
| All | +342.6% | -27.4% | +370.1% | +307.2% |
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