+207.9%
RRX vs ALLE
+208.6%
-0.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +12.6% | +1.6% | +11.1% | +11.5% |
| 30D | +10.6% | +24.1% | -13.5% | -6.0% |
| 3M | +4.6% | +14.8% | -10.2% | -6.2% |
| 6M | -13.6% | +45.9% | -59.5% | -35.7% |
| YTD | +29.4% | +20.7% | +8.7% | +10.4% |
| 1Y | +31.9% | +14.2% | +17.7% | +17.1% |
| 3Y | +68.3% | +90.7% | -22.4% | +4.1% |
| 5Y | +13.2% | +50.6% | -37.3% | -19.1% |
| All | +207.9% | +208.6% | -0.6% | +42.1% |
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