+17.7%
ALLE vs RVTY
+74.0%
-56.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.2% | +2.2% |
| 7D | +6.7% | -3.6% | +10.2% | +7.4% |
| 30D | +25.4% | +1.4% | +24.0% | +24.9% |
| 3M | +16.9% | +43.2% | -26.2% | +7.3% |
| 6M | +46.6% | +84.5% | -37.9% | +26.8% |
| YTD | +22.4% | +65.2% | -42.8% | +5.7% |
| 1Y | +17.7% | +74.3% | -56.6% | -0.3% |
| All | +17.7% | +74.0% | -56.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling