-70.5%
DOCU vs ALLE
+51.8%
-122.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.2% |
| 7D | -3.2% | 0.0% | -3.3% | -3.3% |
| 30D | +15.7% | +20.6% | -4.9% | +2.3% |
| 3M | +37.3% | +11.4% | +25.9% | +27.6% |
| 6M | +63.1% | +42.5% | +20.6% | +27.9% |
| YTD | +15.4% | +18.9% | -3.5% | 0.0% |
| 1Y | +11.3% | +14.2% | -2.9% | -0.6% |
| 3Y | +92.1% | +90.7% | +1.4% | +2.6% |
| 5Y | -70.5% | +52.5% | -123.0% | -81.6% |
| All | -70.5% | +51.8% | -122.3% | -81.6% |
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 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