+254.6%
DGX vs ALLE
+146.0%
+108.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.9% |
| 7D | -2.2% | -2.2% | -0.1% | -1.5% |
| 30D | -0.9% | -8.3% | +7.4% | +2.0% |
| 3M | +15.6% | +16.3% | -0.7% | +9.8% |
| 6M | +17.8% | +1.8% | +16.0% | +16.6% |
| YTD | +37.5% | -3.9% | +41.4% | +38.2% |
| 1Y | +31.2% | -10.0% | +41.2% | +34.6% |
| 3Y | +96.6% | +45.8% | +50.8% | +68.3% |
| 5Y | +64.9% | +13.3% | +51.6% | +51.6% |
| 10Y | +254.6% | +155.3% | +99.3% | +146.8% |
| All | +254.6% | +146.0% | +108.6% | +146.8% |
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