-34.7%
DG vs ALLE
+52.7%
-87.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -2.5% | +1.6% | -4.0% | -2.9% |
| 30D | +7.7% | +24.1% | -16.4% | +1.4% |
| 3M | +13.1% | +14.8% | -1.7% | +8.7% |
| 6M | +32.0% | +45.9% | -13.8% | +18.5% |
| YTD | +3.3% | +20.7% | -17.4% | -2.7% |
| 1Y | +31.7% | +14.2% | +17.5% | +25.7% |
| 3Y | +21.7% | +90.7% | -69.0% | -2.6% |
| 5Y | -34.7% | +50.6% | -85.3% | -46.4% |
| All | -34.7% | +52.7% | -87.5% | -46.4% |
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