-39.7%
DT vs ALLE
+54.3%
-94.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -5.4% | -0.8% | -4.6% | -5.0% |
| 30D | -32.2% | +27.4% | -59.6% | -39.3% |
| 3M | -10.9% | +13.8% | -24.8% | -16.2% |
| 6M | +10.0% | +45.5% | -35.5% | -8.4% |
| YTD | +2.1% | +21.4% | -19.3% | -8.3% |
| 1Y | -5.5% | +15.4% | -20.9% | -12.8% |
| 3Y | -12.4% | +91.7% | -104.1% | -44.2% |
| 5Y | -39.7% | +54.5% | -94.2% | -56.1% |
| All | -39.7% | +54.3% | -94.0% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling