+90.1%
ALLE vs RVTY
+91.6%
-1.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.1% | -2.7% | +2.8% | +0.8% |
| 30D | +25.9% | +3.2% | +22.7% | +24.4% |
| 3M | +14.9% | +37.2% | -22.3% | +3.7% |
| 6M | +42.1% | +57.7% | -15.6% | +22.3% |
| YTD | +20.4% | +64.8% | -44.5% | +1.0% |
| 1Y | +14.9% | +72.8% | -58.0% | -5.3% |
| 3Y | +90.1% | +89.8% | +0.3% | +51.0% |
| All | +90.1% | +91.6% | -1.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling