-100.0%
DFNS vs ALLE
+54.3%
-154.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +12.9% |
| 7D | -13.0% | -0.8% | -12.2% | -13.2% |
| 30D | -56.9% | +27.4% | -84.2% | -55.2% |
| 3M | -93.2% | +13.8% | -107.1% | -93.1% |
| 6M | -95.4% | +45.5% | -140.9% | -94.9% |
| YTD | -99.5% | +21.4% | -120.9% | -99.5% |
| 1Y | -99.6% | +15.4% | -115.0% | -99.6% |
| 3Y | -100.0% | +91.7% | -191.7% | -100.0% |
| 5Y | -100.0% | +54.5% | -154.5% | -100.0% |
| All | -100.0% | +54.3% | -154.2% | -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 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