+82.1%
DT vs ALLE
+96.7%
-14.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -24.7% | -0.6% | -24.1% | -24.5% |
| 30D | -27.4% | +25.3% | -52.7% | -34.6% |
| 3M | -11.1% | +10.3% | -21.4% | -15.4% |
| 6M | +13.7% | +38.0% | -24.4% | -3.1% |
| YTD | +0.2% | +17.8% | -17.5% | -9.1% |
| 1Y | -5.7% | +13.6% | -19.3% | -13.1% |
| 3Y | -8.1% | +89.2% | -97.3% | -37.5% |
| 5Y | -43.1% | +51.1% | -94.1% | -57.0% |
| All | +82.1% | +96.7% | -14.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling