+17.4%
ALLE vs RVTY
-30.5%
+48.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | +21.0% | +27.2% | -6.2% | +11.0% |
| 6M | +1.1% | +32.4% | -31.3% | -9.2% |
| YTD | -0.5% | +34.9% | -35.4% | -11.8% |
| 1Y | -7.3% | +52.4% | -59.6% | -21.9% |
| 3Y | +42.3% | +12.3% | +30.0% | +31.1% |
| All | +17.4% | -30.5% | +48.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling