-50.3%
DOCS vs ALLE
+20.7%
-71.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +21.8% | -6.8% | +28.6% | +26.5% |
| 3M | +27.3% | +21.0% | +6.3% | +14.4% |
| 6M | -0.3% | +1.1% | -1.4% | -1.8% |
| YTD | -40.5% | -0.5% | -40.0% | -41.6% |
| 1Y | -61.5% | -7.3% | -54.3% | -60.6% |
| 3Y | +8.2% | +42.3% | -34.1% | -20.2% |
| 5Y | -73.4% | +13.5% | -86.9% | -79.0% |
| All | -50.3% | +20.7% | -71.0% | -61.2% |
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 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