+525.3%
RVMD vs ALLE
+53.0%
+472.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.8% |
| 7D | -9.5% | -0.8% | -8.7% | -9.1% |
| 30D | -6.8% | +27.4% | -34.2% | -17.1% |
| 3M | -12.1% | +13.8% | -25.9% | -17.7% |
| 6M | +25.4% | +45.5% | -20.1% | +3.4% |
| YTD | +126.9% | +21.4% | +105.5% | +101.0% |
| 1Y | +182.0% | +15.4% | +166.6% | +156.5% |
| 3Y | +816.8% | +91.7% | +725.1% | +518.6% |
| 5Y | +464.0% | +54.5% | +409.5% | +317.4% |
| All | +525.3% | +53.0% | +472.3% | +375.9% |
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 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