+626.7%
RVMD vs ALLE
+25.3%
+601.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | +6.4% | -6.8% | +13.2% | +9.9% |
| 3M | +34.9% | +21.0% | +13.9% | +22.0% |
| 6M | +107.6% | +1.1% | +106.4% | +103.7% |
| YTD | +163.7% | -0.5% | +164.2% | +157.8% |
| 1Y | +439.2% | -7.3% | +446.5% | +447.2% |
| 3Y | +499.2% | +42.3% | +456.9% | +372.0% |
| 5Y | +621.7% | +13.5% | +608.3% | +519.8% |
| All | +626.7% | +25.3% | +601.4% | +510.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling