-13.9%
DT vs ALLE
+92.8%
-106.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -31.5% | +25.9% | -57.4% | -34.1% |
| 3M | -14.0% | +14.9% | -28.9% | -15.9% |
| 6M | +6.9% | +42.1% | -35.3% | +0.6% |
| YTD | +0.3% | +20.4% | -20.0% | -2.6% |
| 1Y | -6.9% | +14.9% | -21.8% | -8.4% |
| 3Y | -13.9% | +90.1% | -104.0% | -25.6% |
| All | -13.9% | +92.8% | -106.7% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling