+66.4%
DOCN vs ALLE
+67.3%
-0.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -13.0% | -14.0% |
| 7D | -29.3% | 0.0% | -29.3% | -29.2% |
| 30D | -46.0% | +20.6% | -66.6% | -53.0% |
| 3M | -43.2% | +11.4% | -54.6% | -48.0% |
| 6M | -53.7% | +42.5% | -96.3% | -65.9% |
| YTD | +46.9% | +18.9% | +28.0% | +23.6% |
| 1Y | +54.3% | +14.2% | +40.2% | +34.3% |
| 3Y | +185.5% | +90.7% | +94.9% | +48.2% |
| 5Y | -31.1% | +52.5% | -83.6% | -57.7% |
| All | +66.4% | +67.3% | -0.9% | +2.6% |
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