+177.0%
DD vs ALLE
+331.3%
-154.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -1.0% | -2.2% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +8.7% | +20.6% | -11.8% | -2.7% |
| 3M | -1.2% | +11.4% | -12.6% | -7.7% |
| 6M | -1.1% | +42.5% | -43.6% | -20.6% |
| YTD | +21.7% | +18.9% | +2.8% | +7.8% |
| 1Y | +24.0% | +14.2% | +9.9% | +12.5% |
| 3Y | +75.6% | +90.7% | -15.1% | +15.9% |
| 5Y | +58.2% | +52.5% | +5.7% | +16.5% |
| 10Y | +88.0% | +231.2% | -143.2% | -10.8% |
| All | +177.0% | +331.3% | -154.3% | +15.5% |
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