+34.6%
DG vs ALLE
+15.9%
+18.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.0% | -0.8% | -2.1% | -2.7% |
| 30D | +8.6% | +27.4% | -18.7% | +1.9% |
| 3M | +15.0% | +13.8% | +1.2% | +10.6% |
| 6M | +32.7% | +45.5% | -12.8% | +20.0% |
| YTD | +5.5% | +21.4% | -15.9% | +0.2% |
| 1Y | +34.6% | +15.4% | +19.2% | +24.6% |
| All | +34.6% | +15.9% | +18.7% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling