+221.5%
ALLE vs RVTY
+217.6%
+3.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +1.5% |
| 7D | -0.6% | +6.0% | -6.6% | -2.9% |
| 30D | +26.6% | +4.3% | +22.3% | +24.3% |
| 3M | +13.2% | +40.2% | -27.1% | -0.8% |
| 6M | +42.9% | +59.3% | -16.4% | +18.9% |
| YTD | +21.0% | +66.5% | -45.5% | -2.2% |
| 1Y | +15.2% | +77.5% | -62.3% | -9.3% |
| 3Y | +95.6% | +92.5% | +3.1% | +44.6% |
| 5Y | +53.4% | -6.8% | +60.2% | +46.6% |
| 10Y | +221.5% | +225.4% | -3.9% | +76.2% |
| All | +221.5% | +217.6% | +3.9% | +76.2% |
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