+164.6%
DOCN vs ALLE
+39.9%
+124.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.1% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | -9.6% | -6.8% | -2.8% | -5.3% |
| 3M | -37.7% | +21.0% | -58.7% | -47.9% |
| 6M | +115.2% | +1.1% | +114.1% | +106.9% |
| YTD | +133.7% | -0.5% | +134.3% | +125.2% |
| 1Y | +250.2% | -7.3% | +257.4% | +257.8% |
| 3Y | +320.3% | +42.3% | +278.0% | +180.0% |
| 5Y | +53.1% | +13.5% | +39.6% | +6.3% |
| All | +164.6% | +39.9% | +124.7% | +86.8% |
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