+61.6%
RSP vs ALLE
+90.7%
-29.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.0% |
| 7D | -1.4% | 0.0% | -1.5% | -1.4% |
| 30D | +2.1% | +20.6% | -18.4% | -3.9% |
| 3M | -0.9% | +11.4% | -12.3% | -4.4% |
| 6M | +7.5% | +42.5% | -35.0% | -4.9% |
| YTD | +14.6% | +18.9% | -4.3% | +7.4% |
| 1Y | +17.6% | +14.2% | +3.5% | +12.0% |
| All | +61.6% | +90.7% | -29.0% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling