+145.1%
ALLE vs RVTY
+150.6%
-5.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -6.8% | +13.2% | -20.0% | -11.1% |
| 3M | +21.0% | +27.2% | -6.2% | +10.3% |
| 6M | +1.1% | +32.4% | -31.3% | -9.9% |
| YTD | -0.5% | +34.9% | -35.4% | -12.6% |
| 1Y | -7.3% | +52.4% | -59.6% | -22.7% |
| 3Y | +42.3% | +12.3% | +30.0% | +29.4% |
| 5Y | +13.5% | -30.8% | +44.3% | +22.2% |
| All | +145.1% | +150.6% | -5.5% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling