+71.7%
RRX vs ALLE
+88.9%
-17.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.1% |
| 7D | +7.5% | -0.6% | +8.1% | +7.8% |
| 30D | +3.0% | +25.3% | -22.4% | -13.5% |
| 3M | -5.3% | +10.3% | -15.6% | -12.4% |
| 6M | -26.6% | +38.0% | -64.7% | -44.5% |
| YTD | +21.2% | +17.8% | +3.4% | +4.8% |
| 1Y | +25.9% | +13.6% | +12.3% | +12.4% |
| 3Y | +71.7% | +89.2% | -17.5% | -6.6% |
| All | +71.7% | +88.9% | -17.2% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling