+291.9%
RSP vs ALLE
+260.9%
+31.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.3% | -6.8% | +6.5% | +2.9% |
| 3M | +4.3% | +21.0% | -16.8% | -5.5% |
| 6M | +8.8% | +1.1% | +7.7% | +7.1% |
| YTD | +15.3% | -0.5% | +15.8% | +13.8% |
| 1Y | +18.3% | -7.3% | +25.5% | +20.6% |
| 3Y | +52.8% | +42.3% | +10.5% | +23.4% |
| 5Y | +51.7% | +13.5% | +38.2% | +34.3% |
| 10Y | +208.5% | +144.0% | +64.4% | +86.0% |
| All | +291.9% | +260.9% | +31.1% | +104.2% |
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