+55.8%
DOCS vs ALLE
+90.7%
-34.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.4% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | +19.4% | +20.6% | -1.2% | +12.6% |
| 3M | +53.4% | +11.4% | +42.0% | +48.3% |
| 6M | +28.8% | +42.5% | -13.8% | +15.1% |
| YTD | -25.1% | +18.9% | -44.0% | -29.6% |
| 1Y | -48.1% | +14.2% | -62.3% | -50.4% |
| All | +55.8% | +90.7% | -34.9% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling