+233.3%
RDW vs ALLE
+44.7%
+188.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -2.0% | -2.7% |
| 7D | +3.6% | -2.2% | +5.7% | +5.3% |
| 30D | -18.4% | -8.3% | -10.1% | -13.1% |
| 3M | -32.1% | +16.3% | -48.3% | -39.7% |
| 6M | +10.9% | +1.8% | +9.1% | +8.5% |
| YTD | +40.8% | -3.9% | +44.7% | +43.1% |
| 1Y | +31.1% | -10.0% | +41.2% | +41.4% |
| All | +233.3% | +44.7% | +188.6% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling