+19.4%
RRX vs ALLE
+13.7%
+5.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | +3.4% | -0.2% | +3.7% | +3.6% |
| 30D | -11.1% | -6.8% | -4.3% | -6.5% |
| 3M | -23.7% | +21.0% | -44.8% | -35.1% |
| 6M | -22.0% | +1.1% | -23.1% | -23.5% |
| YTD | +16.5% | -0.5% | +17.0% | +15.1% |
| 1Y | +11.5% | -7.3% | +18.8% | +16.1% |
| 3Y | +1.5% | +42.3% | -40.7% | -23.6% |
| All | +19.4% | +13.7% | +5.7% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling