+555.1%
RMBS vs ALLE
+208.6%
+346.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.1% |
| 7D | +21.9% | +1.6% | +20.4% | +20.9% |
| 30D | -13.4% | +24.1% | -37.5% | -24.8% |
| 3M | -15.9% | +14.8% | -30.7% | -23.5% |
| 6M | -34.8% | +45.9% | -80.7% | -49.6% |
| YTD | -7.5% | +20.7% | -28.3% | -19.1% |
| 1Y | -16.9% | +14.2% | -31.0% | -24.7% |
| 3Y | +35.5% | +90.7% | -55.1% | -11.4% |
| 5Y | +254.2% | +50.6% | +203.6% | +161.8% |
| All | +555.1% | +208.6% | +346.6% | +222.3% |
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 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