-25.7%
RDW vs ALLE
+76.6%
-102.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.4% |
| 7D | +7.2% | +3.6% | +3.7% | +4.9% |
| 30D | -10.3% | +25.9% | -36.2% | -23.9% |
| 3M | -41.4% | +15.8% | -57.2% | -47.3% |
| 6M | -32.5% | +48.1% | -80.6% | -49.6% |
| YTD | +1.7% | +22.0% | -20.3% | -13.5% |
| 1Y | +39.0% | +18.0% | +21.0% | +21.1% |
| 3Y | +214.2% | +93.1% | +121.1% | +91.4% |
| 5Y | -31.3% | +52.1% | -83.4% | -55.6% |
| All | -25.7% | +76.6% | -102.4% | -53.9% |
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