+487.5%
RVMD vs ALLE
+49.9%
+437.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.2% | +8.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | -4.3% | +25.3% | -29.6% | -13.8% |
| 3M | -2.8% | +10.3% | -13.1% | -7.4% |
| 6M | +27.3% | +38.0% | -10.8% | +8.2% |
| YTD | +141.4% | +17.8% | +123.6% | +117.8% |
| 1Y | +213.3% | +13.6% | +199.7% | +188.2% |
| 3Y | +792.7% | +89.2% | +703.5% | +481.4% |
| All | +487.5% | +49.9% | +437.6% | +301.2% |
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