+84.4%
DT vs ALLE
+102.2%
-17.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | 0.0% |
| 7D | -20.2% | -0.6% | -19.6% | -19.9% |
| 30D | -30.8% | +26.6% | -57.4% | -38.0% |
| 3M | -10.2% | +13.2% | -23.4% | -15.5% |
| 6M | +8.0% | +42.9% | -34.8% | -9.3% |
| YTD | +1.5% | +21.0% | -19.6% | -9.1% |
| 1Y | -6.9% | +15.2% | -22.0% | -14.6% |
| 3Y | -10.9% | +95.6% | -106.5% | -40.3% |
| 5Y | -42.2% | +53.4% | -95.6% | -56.6% |
| All | +84.4% | +102.2% | -17.8% | +17.1% |
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