+189.5%
DLR vs ALLE
+212.2%
-22.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | +0.5% | +27.4% | -26.8% | -8.4% |
| 3M | -4.4% | +13.8% | -18.3% | -9.3% |
| 6M | -6.4% | +45.5% | -51.9% | -19.6% |
| YTD | +19.5% | +21.4% | -1.9% | +9.3% |
| 1Y | +10.5% | +15.4% | -4.8% | +3.1% |
| 3Y | +54.0% | +91.7% | -37.7% | +14.1% |
| 5Y | +39.7% | +54.5% | -14.8% | +10.9% |
| 10Y | +189.5% | +210.5% | -21.0% | +84.0% |
| All | +189.5% | +212.2% | -22.6% | +84.0% |
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 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