+117.6%
DT vs ALLE
+66.1%
+51.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | +2.0% | -6.8% | +8.8% | +5.2% |
| 3M | +20.0% | +21.0% | -1.0% | +9.0% |
| 6M | +39.3% | +1.1% | +38.2% | +36.7% |
| YTD | +19.8% | -0.5% | +20.3% | +17.7% |
| 1Y | +4.3% | -7.3% | +11.5% | +5.9% |
| 3Y | +7.7% | +42.3% | -34.6% | -15.3% |
| 5Y | -26.8% | +13.5% | -40.3% | -36.9% |
| All | +117.6% | +66.1% | +51.5% | +51.7% |
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