-20.2%
DOCN vs ALLE
+58.3%
-78.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.8% | -8.9% | -8.4% |
| 7D | -20.0% | +6.7% | -26.7% | -23.8% |
| 30D | -38.8% | +25.4% | -64.2% | -48.9% |
| 3M | -34.8% | +16.9% | -51.8% | -43.1% |
| 6M | -22.8% | +46.6% | -69.3% | -45.8% |
| YTD | +74.6% | +22.4% | +52.2% | +41.3% |
| 1Y | +116.4% | +17.7% | +98.7% | +81.4% |
| 3Y | +239.3% | +96.3% | +143.0% | +57.6% |
| 5Y | -20.2% | +57.4% | -77.6% | -48.5% |
| All | -20.2% | +58.3% | -78.5% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling