+177.5%
DLR vs ALLE
+233.6%
-56.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.4% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | +0.7% | +26.6% | -25.9% | -7.9% |
| 3M | -6.4% | +13.2% | -19.6% | -11.0% |
| 6M | -6.5% | +42.9% | -49.4% | -19.1% |
| YTD | +18.8% | +21.0% | -2.2% | +8.9% |
| 1Y | +9.0% | +15.2% | -6.1% | +1.8% |
| 3Y | +54.5% | +95.6% | -41.1% | +13.7% |
| 5Y | +35.8% | +53.4% | -17.6% | +8.3% |
| 10Y | +177.5% | +221.5% | -44.0% | +77.5% |
| All | +177.5% | +233.6% | -56.2% | +77.5% |
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 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