+919.8%
RMBS vs ALLE
+340.4%
+579.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.8% |
| 30D | -15.5% | +27.4% | -42.9% | -27.1% |
| 3M | -11.5% | +13.8% | -25.3% | -18.7% |
| 6M | -36.5% | +45.5% | -82.0% | -50.0% |
| YTD | -7.1% | +21.4% | -28.5% | -18.3% |
| 1Y | -18.7% | +15.4% | -34.0% | -26.2% |
| 3Y | +36.2% | +91.7% | -55.5% | -8.4% |
| 5Y | +252.0% | +54.5% | +197.5% | +162.3% |
| 10Y | +561.2% | +210.5% | +350.7% | +244.1% |
| All | +919.8% | +340.4% | +579.4% | +402.6% |
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