+355.8%
ALLE vs DOC
+11.4%
+344.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | +0.6% |
| 7D | +6.7% | +8.7% | -2.1% | +3.4% |
| 30D | +25.4% | +7.6% | +17.8% | +22.1% |
| 3M | +16.9% | -5.3% | +22.2% | +19.2% |
| 6M | +46.6% | +27.6% | +19.0% | +32.7% |
| YTD | +22.4% | +32.4% | -10.0% | +8.6% |
| 1Y | +17.7% | +22.9% | -5.1% | +7.4% |
| 3Y | +96.3% | +43.1% | +53.3% | +67.0% |
| 5Y | +57.4% | -21.4% | +78.8% | +66.1% |
| 10Y | +241.0% | +16.8% | +224.2% | +208.6% |
| All | +355.8% | +11.4% | +344.4% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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