-100.0%
DFNS vs ALLE
+90.7%
-190.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.4% |
| 7D | -6.0% | +3.6% | -9.5% | -5.6% |
| 30D | -71.2% | +25.9% | -97.1% | -70.3% |
| 3M | -94.5% | +15.8% | -110.3% | -94.4% |
| 6M | -96.5% | +48.1% | -144.6% | -96.2% |
| YTD | -99.6% | +22.0% | -121.6% | -99.6% |
| 1Y | -99.7% | +18.0% | -117.7% | -99.7% |
| 3Y | -100.0% | +93.1% | -193.1% | -100.0% |
| 5Y | -100.0% | +52.1% | -152.0% | -100.0% |
| All | -100.0% | +90.7% | -190.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling