+329.1%
DOV vs ALLE
+211.7%
+117.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | +3.0% | +3.6% | -0.6% | +0.9% |
| 30D | +8.6% | +25.9% | -17.3% | -5.9% |
| 3M | +1.9% | +15.8% | -13.9% | -7.3% |
| 6M | -1.7% | +48.1% | -49.8% | -24.3% |
| YTD | +8.3% | +22.0% | -13.6% | -6.5% |
| 1Y | +16.6% | +18.0% | -1.5% | +2.7% |
| 3Y | +65.1% | +93.1% | -28.0% | +3.1% |
| 5Y | +29.2% | +52.1% | -22.9% | -7.5% |
| All | +329.1% | +211.7% | +117.5% | +102.5% |
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 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