-34.6%
DOCS vs ALLE
+48.5%
-83.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.6% | +5.5% |
| 7D | +1.2% | +6.7% | -5.4% | -2.1% |
| 30D | +21.3% | +25.4% | -4.1% | +7.4% |
| 3M | +58.4% | +16.9% | +41.4% | +45.5% |
| 6M | +39.3% | +46.6% | -7.3% | +12.6% |
| YTD | -21.7% | +22.4% | -44.1% | -31.3% |
| 1Y | -47.3% | +17.7% | -65.1% | -52.7% |
| 3Y | +58.2% | +96.3% | -38.2% | -3.9% |
| 5Y | -52.3% | +57.4% | -109.7% | -67.9% |
| All | -34.6% | +48.5% | -83.1% | -54.3% |
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