-100.0%
DFNS vs ALLE
+49.9%
-149.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.9% | -11.3% | -12.4% |
| 7D | -44.0% | -0.6% | -43.4% | -44.0% |
| 30D | -69.1% | +25.3% | -94.5% | -68.0% |
| 3M | -95.6% | +10.3% | -105.9% | -95.6% |
| 6M | -96.2% | +38.0% | -134.2% | -95.8% |
| YTD | -99.6% | +17.8% | -117.4% | -99.6% |
| 1Y | -99.7% | +13.6% | -113.3% | -99.7% |
| 3Y | -100.0% | +89.2% | -189.2% | -100.0% |
| All | -100.0% | +49.9% | -149.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling