+28.9%
DOV vs ALLE
+52.7%
-23.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +3.4% | +1.6% | +1.8% | +2.6% |
| 30D | +8.8% | +24.1% | -15.3% | -3.1% |
| 3M | +0.9% | +14.8% | -13.9% | -6.4% |
| 6M | -2.8% | +45.9% | -48.7% | -22.0% |
| YTD | +8.1% | +20.7% | -12.7% | -4.0% |
| 1Y | +15.2% | +14.2% | +1.1% | +5.8% |
| 3Y | +64.5% | +90.7% | -26.1% | +7.5% |
| 5Y | +28.9% | +50.6% | -21.7% | -3.3% |
| All | +28.9% | +52.7% | -23.9% | -3.3% |
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