+584.7%
RVMD vs ALLE
+17.0%
+567.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.2% | +2.8% | -4.0% | -2.5% |
| 30D | +1.1% | -7.6% | +8.7% | +4.7% |
| 3M | +39.6% | +22.8% | +16.8% | +25.7% |
| 6M | +110.7% | +4.6% | +106.1% | +103.5% |
| YTD | +160.3% | -1.2% | +161.5% | +155.3% |
| 1Y | +404.9% | -9.1% | +414.1% | +419.2% |
| 3Y | +545.5% | +50.0% | +495.5% | +379.5% |
| 5Y | +584.7% | +15.2% | +569.4% | +405.8% |
| All | +584.7% | +17.0% | +567.7% | +405.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling