+39.3%
DOCS vs ALLE
+43.7%
-4.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.6% | +6.0% |
| 7D | +1.2% | +6.7% | -5.4% | +0.1% |
| 30D | +21.3% | +25.4% | -4.1% | +15.8% |
| 3M | +58.4% | +16.9% | +41.4% | +53.6% |
| 6M | +39.3% | +46.6% | -7.3% | +32.7% |
| All | +39.3% | +43.7% | -4.4% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling