+111.8%
DG vs ALLE
+217.2%
-105.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +7.9% | +25.9% | -18.0% | +1.3% |
| 3M | +12.7% | +14.9% | -2.2% | +8.4% |
| 6M | +22.4% | +42.1% | -19.7% | +10.8% |
| YTD | +5.4% | +20.4% | -15.0% | -0.6% |
| 1Y | +39.4% | +14.9% | +24.5% | +33.0% |
| 3Y | +24.1% | +90.1% | -66.0% | +1.1% |
| 5Y | -32.2% | +53.0% | -85.1% | -42.3% |
| 10Y | +111.8% | +208.8% | -97.0% | +39.7% |
| All | +111.8% | +217.2% | -105.4% | +39.7% |
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