-100.0%
DFNS vs ALLE
+89.3%
-189.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -2.6% |
| 7D | -42.8% | -0.6% | -42.2% | -42.9% |
| 30D | -67.6% | +26.6% | -94.2% | -66.5% |
| 3M | -94.9% | +13.2% | -108.0% | -94.8% |
| 6M | -96.7% | +42.9% | -139.6% | -96.5% |
| YTD | -99.6% | +21.0% | -120.6% | -99.6% |
| 1Y | -99.7% | +15.2% | -114.9% | -99.7% |
| 3Y | -100.0% | +95.6% | -195.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +89.3% | -189.2% | -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