+215.6%
RSP vs ALLE
+233.6%
-18.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.0% |
| 7D | +0.4% | -0.6% | +1.1% | +0.8% |
| 30D | +3.7% | +26.6% | -22.9% | -7.6% |
| 3M | +0.8% | +13.2% | -12.4% | -5.5% |
| 6M | +9.1% | +42.9% | -33.8% | -9.3% |
| YTD | +16.7% | +21.0% | -4.3% | +4.4% |
| 1Y | +19.7% | +15.2% | +4.5% | +9.7% |
| 3Y | +66.7% | +95.6% | -28.9% | +13.6% |
| 5Y | +48.7% | +53.4% | -4.7% | +12.6% |
| 10Y | +215.6% | +221.5% | -5.9% | +73.6% |
| All | +215.6% | +233.6% | -18.1% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling