+2.0%
RDW vs ALLE
+40.6%
-38.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.3% |
| 7D | +0.9% | -2.4% | +3.3% | +2.6% |
| 30D | -21.3% | -7.7% | -13.6% | -16.7% |
| 3M | -37.9% | +15.2% | -53.0% | -44.4% |
| 6M | +12.3% | +5.4% | +6.9% | +6.4% |
| YTD | +39.7% | -2.9% | +42.7% | +40.0% |
| 1Y | +25.7% | -12.8% | +38.4% | +36.8% |
| 3Y | +230.8% | +47.2% | +183.7% | +144.4% |
| 5Y | -8.8% | +13.5% | -22.2% | -29.7% |
| All | +2.0% | +40.6% | -38.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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