+790.4%
RMBS vs ALLE
+327.3%
+463.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.5% |
| 7D | -12.0% | -0.6% | -11.4% | -11.6% |
| 30D | -33.1% | +25.3% | -58.5% | -41.9% |
| 3M | -23.7% | +10.3% | -34.0% | -28.7% |
| 6M | -42.7% | +38.0% | -80.7% | -53.6% |
| YTD | -18.9% | +17.8% | -36.7% | -27.5% |
| 1Y | -30.0% | +13.6% | -43.6% | -36.1% |
| 3Y | +28.8% | +89.2% | -60.4% | -12.7% |
| 5Y | +210.5% | +51.1% | +159.5% | +134.1% |
| 10Y | +524.7% | +228.1% | +296.6% | +219.5% |
| All | +790.4% | +327.3% | +463.1% | +345.9% |
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