-36.6%
DT vs ALLE
+51.6%
-88.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +3.1% | +3.6% | -0.4% | +1.6% |
| 30D | -29.5% | +25.9% | -55.4% | -36.6% |
| 3M | -11.7% | +15.8% | -27.5% | -17.6% |
| 6M | +29.0% | +48.1% | -19.1% | +6.5% |
| YTD | +3.4% | +22.0% | -18.6% | -7.3% |
| 1Y | -4.2% | +18.0% | -22.3% | -12.7% |
| 3Y | -12.8% | +93.1% | -105.9% | -44.7% |
| All | -36.6% | +51.6% | -88.2% | -53.6% |
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 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