+271.4%
DGX vs ALLE
+208.6%
+62.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.9% | +1.6% | +0.4% | +1.4% |
| 30D | +12.7% | +24.1% | -11.4% | +4.6% |
| 3M | +9.6% | +14.8% | -5.2% | +4.3% |
| 6M | +37.6% | +45.9% | -8.3% | +20.8% |
| YTD | +52.1% | +20.7% | +31.4% | +41.3% |
| 1Y | +41.3% | +14.2% | +27.1% | +33.7% |
| 3Y | +106.9% | +90.7% | +16.2% | +61.4% |
| 5Y | +90.7% | +50.6% | +40.1% | +58.7% |
| All | +271.4% | +208.6% | +62.8% | +142.3% |
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