-37.4%
DOCS vs ALLE
+44.3%
-81.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.8% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | +19.4% | +20.6% | -1.2% | +8.0% |
| 3M | +53.4% | +11.4% | +42.0% | +44.6% |
| 6M | +28.8% | +42.5% | -13.8% | +5.6% |
| YTD | -25.1% | +18.9% | -44.0% | -33.3% |
| 1Y | -48.1% | +14.2% | -62.3% | -52.7% |
| 3Y | +51.4% | +90.7% | -39.3% | -6.6% |
| 5Y | -51.1% | +52.5% | -103.6% | -66.6% |
| All | -37.4% | +44.3% | -81.7% | -55.6% |
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