+219.1%
RVMD vs ALLE
+15.5%
+203.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +4.3% |
| 7D | +6.4% | -0.6% | +7.0% | +6.3% |
| 30D | +5.5% | +26.6% | -21.1% | +8.4% |
| 3M | -2.4% | +13.2% | -15.6% | -0.3% |
| 6M | +41.1% | +42.9% | -1.7% | +46.0% |
| YTD | +151.3% | +21.0% | +130.3% | +146.7% |
| All | +219.1% | +15.5% | +203.6% | +221.4% |
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