-1.8%
RSG vs ALLE
-11.2%
+9.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.6% |
| 7D | 0.0% | -2.2% | +2.1% | +0.2% |
| 30D | +3.7% | -8.3% | +12.0% | +4.5% |
| 3M | +6.2% | +16.3% | -10.1% | +4.3% |
| 6M | -2.8% | +1.8% | -4.6% | -3.1% |
| YTD | +5.9% | -3.9% | +9.8% | +5.8% |
| 1Y | -1.8% | -10.0% | +8.3% | -1.5% |
| All | -1.8% | -11.2% | +9.4% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling