+704.1%
RSG vs ALLE
+260.9%
+443.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +7.6% | -6.8% | +14.4% | +9.9% |
| 3M | +7.4% | +21.0% | -13.6% | +0.7% |
| 6M | -3.3% | +1.1% | -4.4% | -4.3% |
| YTD | +6.0% | -0.5% | +6.5% | +5.1% |
| 1Y | -3.7% | -7.3% | +3.6% | -2.5% |
| 3Y | +59.1% | +42.3% | +16.8% | +36.5% |
| 5Y | +89.0% | +13.5% | +75.6% | +72.6% |
| 10Y | +412.5% | +144.0% | +268.5% | +260.6% |
| All | +704.1% | +260.9% | +443.3% | +423.1% |
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