+395.8%
DGX vs ALLE
+260.9%
+134.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +0.6% | -6.8% | +7.3% | +3.0% |
| 3M | +21.4% | +21.0% | +0.4% | +13.7% |
| 6M | +14.7% | +1.1% | +13.6% | +13.8% |
| YTD | +38.4% | -0.5% | +39.0% | +37.6% |
| 1Y | +34.0% | -7.3% | +41.2% | +36.2% |
| 3Y | +92.7% | +42.3% | +50.4% | +66.2% |
| 5Y | +67.7% | +13.5% | +54.2% | +53.9% |
| 10Y | +248.0% | +144.0% | +104.0% | +133.0% |
| All | +395.8% | +260.9% | +134.9% | +194.5% |
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 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