+270.3%
ALLE vs DOC
+12.8%
+257.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.7% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | -6.8% | -4.8% | -2.0% | -5.2% |
| 3M | +21.0% | +6.9% | +14.1% | +17.8% |
| 6M | +1.1% | +20.7% | -19.6% | -6.7% |
| YTD | -0.5% | +34.1% | -34.7% | -12.2% |
| 1Y | -7.3% | +22.6% | -29.9% | -15.4% |
| 3Y | +42.3% | +20.8% | +21.4% | +28.8% |
| 5Y | +13.5% | -24.9% | +38.3% | +21.6% |
| 10Y | +144.0% | -1.8% | +145.9% | +128.3% |
| All | +270.3% | +12.8% | +257.5% | +235.1% |
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