+167.6%
RVMD vs ALLE
+15.3%
+152.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.2% |
| 7D | -10.4% | +3.6% | -14.0% | -10.1% |
| 30D | -11.0% | +25.9% | -36.9% | -8.3% |
| 3M | -14.7% | +15.8% | -30.5% | -12.6% |
| 6M | +14.9% | +48.1% | -33.2% | +20.3% |
| YTD | +116.3% | +22.0% | +94.3% | +114.2% |
| 1Y | +167.6% | +18.0% | +149.6% | +166.4% |
| All | +167.6% | +15.3% | +152.3% | +166.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling