+97.7%
DOCN vs ALLE
+72.2%
+25.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.8% | -8.9% | -8.3% |
| 7D | -20.0% | +6.7% | -26.7% | -23.5% |
| 30D | -38.8% | +25.4% | -64.2% | -48.2% |
| 3M | -34.8% | +16.9% | -51.8% | -42.5% |
| 6M | -22.8% | +46.6% | -69.3% | -44.3% |
| YTD | +74.6% | +22.4% | +52.2% | +43.7% |
| 1Y | +116.4% | +17.7% | +98.7% | +84.0% |
| 3Y | +239.3% | +96.3% | +143.0% | +72.2% |
| 5Y | -20.2% | +57.4% | -77.6% | -52.0% |
| All | +97.7% | +72.2% | +25.5% | +19.2% |
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