+444.9%
DGX vs ALLE
+339.1%
+105.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.6% |
| 7D | +3.5% | -0.6% | +4.2% | +3.7% |
| 30D | +12.4% | +26.6% | -14.2% | +3.6% |
| 3M | +9.3% | +13.2% | -3.8% | +4.5% |
| 6M | +39.7% | +42.9% | -3.2% | +23.2% |
| YTD | +52.2% | +21.0% | +31.1% | +41.1% |
| 1Y | +47.1% | +15.2% | +31.9% | +38.7% |
| 3Y | +108.8% | +95.6% | +13.2% | +61.0% |
| 5Y | +101.4% | +53.4% | +47.9% | +66.1% |
| 10Y | +293.1% | +221.5% | +71.6% | +138.7% |
| All | +444.9% | +339.1% | +105.8% | +202.0% |
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