+491.9%
DLR vs ALLE
+327.3%
+164.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -3.5% | +25.3% | -28.8% | -11.2% |
| 3M | -8.9% | +10.3% | -19.2% | -12.4% |
| 6M | -11.6% | +38.0% | -49.6% | -22.0% |
| YTD | +14.9% | +17.8% | -2.9% | +6.7% |
| 1Y | +6.4% | +13.6% | -7.2% | +0.1% |
| 3Y | +47.3% | +89.2% | -41.9% | +11.8% |
| 5Y | +32.8% | +51.1% | -18.2% | +8.1% |
| 10Y | +169.6% | +228.1% | -58.6% | +69.3% |
| All | +491.9% | +327.3% | +164.6% | +253.3% |
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