+169.0%
RRX vs ALLE
+260.9%
-91.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | +3.4% | -0.2% | +3.7% | +3.6% |
| 30D | -11.1% | -6.8% | -4.3% | -6.9% |
| 3M | -23.7% | +21.0% | -44.8% | -33.9% |
| 6M | -22.0% | +1.1% | -23.1% | -23.4% |
| YTD | +16.5% | -0.5% | +17.0% | +15.4% |
| 1Y | +11.5% | -7.3% | +18.8% | +15.6% |
| 3Y | +1.5% | +42.3% | -40.7% | -20.4% |
| 5Y | +18.3% | +13.5% | +4.8% | +4.9% |
| 10Y | +209.8% | +144.0% | +65.8% | +76.1% |
| All | +169.0% | +260.9% | -91.8% | +28.6% |
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 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