+102.6%
DOCU vs ALLE
+174.7%
-72.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -3.7% | +6.7% | -10.4% | -6.5% |
| 30D | +15.0% | +25.4% | -10.4% | +3.6% |
| 3M | +39.9% | +16.9% | +23.0% | +30.1% |
| 6M | +66.2% | +46.6% | +19.6% | +38.7% |
| YTD | +17.7% | +22.4% | -4.7% | +5.3% |
| 1Y | +13.7% | +17.7% | -4.0% | +3.6% |
| 3Y | +95.9% | +96.3% | -0.4% | +35.6% |
| 5Y | -71.7% | +57.4% | -129.1% | -78.7% |
| All | +102.6% | +174.7% | -72.1% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling