+151.5%
DD vs ALLE
+260.9%
-109.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | -0.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -10.3% | -6.8% | -3.5% | -6.7% |
| 3M | -7.5% | +21.0% | -28.6% | -17.9% |
| 6M | -8.0% | +1.1% | -9.1% | -9.6% |
| YTD | +10.5% | -0.5% | +11.0% | +8.9% |
| 1Y | +38.3% | -7.3% | +45.5% | +41.9% |
| 3Y | +42.5% | +42.3% | +0.2% | +11.9% |
| 5Y | +60.2% | +13.5% | +46.7% | +40.6% |
| 10Y | +68.9% | +144.0% | -75.2% | -5.3% |
| All | +151.5% | +260.9% | -109.3% | +16.7% |
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