+100.8%
DG vs ALLE
+211.7%
-110.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.6% |
| 7D | +0.3% | +3.6% | -3.3% | -0.7% |
| 30D | +3.2% | +25.9% | -22.7% | -3.1% |
| 3M | +10.4% | +15.8% | -5.3% | +6.0% |
| 6M | +33.2% | +48.1% | -14.9% | +19.1% |
| YTD | +3.0% | +22.0% | -19.0% | -3.2% |
| 1Y | +31.2% | +18.0% | +13.2% | +24.3% |
| 3Y | +21.8% | +93.1% | -71.3% | -1.3% |
| 5Y | -35.0% | +52.1% | -87.0% | -44.6% |
| All | +100.8% | +211.7% | -110.9% | +30.3% |
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