+53.5%
ALAB vs DE
+41.5%
+12.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | +16.3% | +0.3% | +16.0% | +16.3% |
| 30D | -26.1% | +3.6% | -29.7% | -26.1% |
| 3M | -31.3% | +10.2% | -41.5% | -31.4% |
| 6M | -1.0% | +16.6% | -17.6% | -0.8% |
| YTD | +33.3% | +45.8% | -12.5% | +69.5% |
| 1Y | +53.5% | +43.9% | +9.6% | +93.9% |
| All | +53.5% | +41.5% | +12.0% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling