+89.4%
RSG vs ALLE
+17.0%
+72.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -1.3% |
| 30D | +3.3% | -7.6% | +10.9% | +5.0% |
| 3M | +8.5% | +22.8% | -14.3% | +3.5% |
| 6M | -3.5% | +4.6% | -8.1% | -4.8% |
| YTD | +5.5% | -1.2% | +6.7% | +5.2% |
| 1Y | -1.7% | -9.1% | +7.4% | -0.2% |
| 3Y | +56.9% | +50.0% | +6.9% | +37.7% |
| 5Y | +89.4% | +15.2% | +74.2% | +80.5% |
| All | +89.4% | +17.0% | +72.4% | +80.5% |
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 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