+64.9%
DGX vs ALLE
+11.9%
+53.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.8% |
| 7D | -2.2% | -2.2% | -0.1% | -1.6% |
| 30D | -0.9% | -8.3% | +7.4% | +1.7% |
| 3M | +15.6% | +16.3% | -0.7% | +10.4% |
| 6M | +17.8% | +1.8% | +16.0% | +16.6% |
| YTD | +37.5% | -3.9% | +41.4% | +38.0% |
| 1Y | +31.2% | -10.0% | +41.2% | +34.0% |
| 3Y | +96.6% | +45.8% | +50.8% | +70.9% |
| 5Y | +64.9% | +13.3% | +51.6% | +51.7% |
| All | +64.9% | +11.9% | +53.0% | +51.7% |
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