+98.6%
DOCU vs ALLE
+166.8%
-68.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.7% |
| 7D | -3.2% | 0.0% | -3.3% | -3.3% |
| 30D | +15.7% | +20.6% | -4.9% | +6.1% |
| 3M | +37.3% | +11.4% | +25.9% | +30.4% |
| 6M | +63.1% | +42.5% | +20.6% | +37.9% |
| YTD | +15.4% | +18.9% | -3.5% | +4.5% |
| 1Y | +11.3% | +14.2% | -2.9% | +2.8% |
| 3Y | +92.1% | +90.7% | +1.4% | +34.7% |
| 5Y | -70.5% | +52.5% | -123.0% | -77.5% |
| All | +98.6% | +166.8% | -68.2% | +8.6% |
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