+921.0%
RMBS vs ALLE
+260.9%
+660.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -12.2% | -6.8% | -5.4% | -8.5% |
| 3M | -49.5% | +21.0% | -70.6% | -55.4% |
| 6M | -7.1% | +1.1% | -8.3% | -8.0% |
| YTD | -7.0% | -0.5% | -6.5% | -7.3% |
| 1Y | +13.3% | -7.3% | +20.6% | +17.9% |
| 3Y | +49.2% | +42.3% | +7.0% | +20.3% |
| 5Y | +250.0% | +13.5% | +236.5% | +212.6% |
| 10Y | +495.1% | +144.0% | +351.1% | +256.0% |
| All | +921.0% | +260.9% | +660.2% | +469.9% |
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