+338.5%
ALLE vs RVTY
+322.3%
+16.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -2.0% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | +25.3% | +1.0% | +24.3% | +24.3% |
| 3M | +10.3% | +35.8% | -25.6% | -3.1% |
| 6M | +38.0% | +56.7% | -18.7% | +14.0% |
| YTD | +17.8% | +60.7% | -42.9% | -5.0% |
| 1Y | +13.6% | +73.7% | -60.1% | -11.4% |
| 3Y | +89.2% | +82.8% | +6.4% | +39.4% |
| 5Y | +51.1% | -7.0% | +58.1% | +43.7% |
| 10Y | +228.1% | +212.3% | +15.8% | +54.3% |
| All | +338.5% | +322.3% | +16.2% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling