+1.2%
RDW vs ALLE
+44.0%
-42.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | -3.1% | -0.2% | -2.9% | -2.9% |
| 30D | -1.8% | -6.8% | +5.0% | +3.3% |
| 3M | -50.9% | +21.0% | -71.9% | -57.6% |
| 6M | +13.5% | +1.1% | +12.4% | +11.2% |
| YTD | +38.6% | -0.5% | +39.1% | +36.5% |
| 1Y | +28.3% | -7.3% | +35.5% | +33.3% |
| 3Y | +217.2% | +42.3% | +174.9% | +139.5% |
| 5Y | -14.0% | +13.5% | -27.4% | -34.5% |
| All | +1.2% | +44.0% | -42.9% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling