+286.0%
DGX vs ALLE
+217.2%
+68.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +11.9% | +25.9% | -14.0% | +3.4% |
| 3M | +9.2% | +14.9% | -5.7% | +3.9% |
| 6M | +39.0% | +42.1% | -3.1% | +23.1% |
| YTD | +51.4% | +20.4% | +31.1% | +40.8% |
| 1Y | +42.6% | +14.9% | +27.7% | +34.6% |
| 3Y | +105.9% | +90.1% | +15.8% | +60.9% |
| 5Y | +96.6% | +53.0% | +43.6% | +62.8% |
| 10Y | +286.0% | +208.8% | +77.1% | +154.5% |
| All | +286.0% | +217.2% | +68.7% | +154.5% |
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