+565.3%
RVMD vs ALLE
+48.4%
+516.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.2% | +8.7% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | -4.3% | +25.3% | -29.6% | -14.3% |
| 3M | -2.8% | +10.3% | -13.1% | -7.8% |
| 6M | +27.3% | +38.0% | -10.8% | +7.6% |
| YTD | +141.4% | +17.8% | +123.6% | +116.8% |
| 1Y | +213.3% | +13.6% | +199.7% | +186.5% |
| 3Y | +792.7% | +89.2% | +703.5% | +504.7% |
| 5Y | +470.6% | +51.1% | +419.5% | +326.5% |
| All | +565.3% | +48.4% | +516.9% | +413.4% |
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