+794.2%
RSG vs ALLE
+327.3%
+466.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.2% | -0.6% | +1.7% | +1.3% |
| 30D | +14.2% | +25.3% | -11.2% | +6.3% |
| 3M | +18.2% | +10.3% | +7.9% | +14.3% |
| 6M | +24.4% | +38.0% | -13.7% | +11.7% |
| YTD | +17.9% | +17.8% | +0.1% | +10.6% |
| 1Y | +22.3% | +13.6% | +8.7% | +16.1% |
| 3Y | +65.1% | +89.2% | -24.1% | +28.8% |
| 5Y | +97.9% | +51.1% | +46.9% | +63.9% |
| 10Y | +464.6% | +228.1% | +236.5% | +265.1% |
| All | +794.2% | +327.3% | +466.9% | +450.9% |
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