+166.2%
DG vs ALLE
+327.3%
-161.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.8% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +9.5% | +25.3% | -15.8% | +2.8% |
| 3M | +5.5% | +10.3% | -4.8% | +2.6% |
| 6M | +16.1% | +38.0% | -21.9% | +5.8% |
| YTD | +2.7% | +17.8% | -15.1% | -2.6% |
| 1Y | +42.1% | +13.6% | +28.5% | +36.0% |
| 3Y | +19.3% | +89.2% | -69.9% | -2.9% |
| 5Y | -35.3% | +51.1% | -86.4% | -44.8% |
| 10Y | +123.9% | +228.1% | -104.2% | +45.6% |
| All | +166.2% | +327.3% | -161.1% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling