+82.3%
DT vs ALLE
+101.1%
-18.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -31.5% | +25.9% | -57.4% | -38.5% |
| 3M | -14.0% | +14.9% | -28.9% | -19.6% |
| 6M | +6.9% | +42.1% | -35.3% | -10.1% |
| YTD | +0.3% | +20.4% | -20.0% | -9.9% |
| 1Y | -6.9% | +14.9% | -21.8% | -14.6% |
| 3Y | -13.9% | +90.1% | -104.0% | -41.4% |
| 5Y | -39.9% | +53.0% | -92.9% | -54.8% |
| All | +82.3% | +101.1% | -18.7% | +16.1% |
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