+180.0%
DD vs ALLE
+327.3%
-147.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +4.6% | -0.6% | +5.2% | +4.8% |
| 30D | +11.8% | +25.3% | -13.6% | -2.2% |
| 3M | +2.2% | +10.3% | -8.1% | -4.0% |
| 6M | -1.6% | +38.0% | -39.7% | -19.5% |
| YTD | +23.0% | +17.8% | +5.2% | +9.5% |
| 1Y | +26.9% | +13.6% | +13.3% | +15.4% |
| 3Y | +77.9% | +89.2% | -11.3% | +17.9% |
| 5Y | +59.9% | +51.1% | +8.8% | +18.3% |
| 10Y | +90.1% | +228.1% | -138.1% | -9.4% |
| All | +180.0% | +327.3% | -147.3% | +17.4% |
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