-76.5%
DOCU vs ALLE
+13.7%
-90.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.1% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +19.0% | -6.8% | +25.8% | +24.3% |
| 3M | +34.3% | +21.0% | +13.3% | +18.1% |
| 6M | +48.0% | +1.1% | +46.9% | +44.9% |
| YTD | 0.0% | -0.5% | +0.6% | -2.4% |
| 1Y | -10.3% | -7.3% | -3.0% | -8.1% |
| 3Y | +32.4% | +42.3% | -9.9% | -9.5% |
| All | -76.5% | +13.7% | -90.3% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling