+554.5%
RVMD vs ALLE
+50.9%
+503.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | +6.4% | -6.8% | +13.2% | +8.8% |
| 3M | +34.9% | +21.0% | +13.9% | +25.8% |
| 6M | +107.6% | +1.1% | +106.4% | +105.7% |
| YTD | +163.7% | -0.5% | +164.2% | +158.8% |
| 1Y | +439.2% | -7.3% | +446.5% | +449.1% |
| All | +554.5% | +50.9% | +503.6% | +331.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling