+288.2%
DOV vs ALLE
+260.9%
+27.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -2.7% | -0.2% | -2.4% | -2.5% |
| 30D | -8.1% | -6.8% | -1.3% | -4.3% |
| 3M | -9.4% | +21.0% | -30.4% | -20.4% |
| 6M | -12.6% | +1.1% | -13.7% | -14.5% |
| YTD | -0.5% | -0.5% | +0.1% | -2.2% |
| 1Y | +9.2% | -7.3% | +16.5% | +11.8% |
| 3Y | +34.1% | +42.3% | -8.1% | +3.2% |
| 5Y | +17.3% | +13.5% | +3.8% | +1.9% |
| 10Y | +284.9% | +144.0% | +140.9% | +112.9% |
| All | +288.2% | +260.9% | +27.3% | +79.5% |
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 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