+215.9%
RRX vs ALLE
+148.2%
+67.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | +4.3% | +2.8% | +1.5% | +2.3% |
| 30D | -8.0% | -7.6% | -0.4% | -2.8% |
| 3M | -22.0% | +22.8% | -44.8% | -33.7% |
| 6M | -11.9% | +4.6% | -16.5% | -15.8% |
| YTD | +17.1% | -1.2% | +18.3% | +16.4% |
| 1Y | +14.9% | -9.1% | +24.0% | +21.1% |
| 3Y | +6.9% | +50.0% | -43.1% | -20.8% |
| 5Y | +19.6% | +15.2% | +4.3% | +3.9% |
| 10Y | +215.9% | +151.1% | +64.9% | +63.7% |
| All | +215.9% | +148.2% | +67.7% | +63.7% |
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