-5.7%
DT vs ALLE
+18.6%
-24.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.4% |
| 7D | -25.5% | +6.7% | -32.2% | -25.2% |
| 30D | -22.3% | +25.4% | -47.7% | -21.4% |
| 3M | +2.3% | +16.9% | -14.6% | +3.2% |
| 6M | +20.7% | +46.6% | -25.8% | +24.7% |
| YTD | +7.9% | +22.4% | -14.5% | +10.6% |
| 1Y | -5.7% | +17.7% | -23.5% | -2.2% |
| All | -5.7% | +18.6% | -24.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling