+289.6%
RSP vs ALLE
+331.3%
-41.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.6% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | +2.1% | +20.6% | -18.4% | -6.8% |
| 3M | -0.9% | +11.4% | -12.3% | -6.3% |
| 6M | +7.5% | +42.5% | -35.0% | -10.2% |
| YTD | +14.6% | +18.9% | -4.3% | +3.6% |
| 1Y | +17.6% | +14.2% | +3.5% | +8.4% |
| 3Y | +60.8% | +90.7% | -29.9% | +12.4% |
| 5Y | +46.1% | +52.5% | -6.3% | +11.8% |
| 10Y | +221.4% | +231.2% | -9.8% | +68.5% |
| All | +289.6% | +331.3% | -41.8% | +85.9% |
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