+25.7%
RDW vs ALLE
-10.0%
+35.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.9% |
| 30D | -21.3% | -7.7% | -13.6% | -18.6% |
| 3M | -37.9% | +15.2% | -53.0% | -40.7% |
| 6M | +12.3% | +5.4% | +6.9% | +11.8% |
| YTD | +39.7% | -2.9% | +42.7% | +40.4% |
| 1Y | +25.7% | -12.8% | +38.4% | +36.0% |
| All | +25.7% | -10.0% | +35.7% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling