+23.5%
ALAB vs DE
+44.9%
-21.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | +0.6% | -2.4% | +3.0% | +0.7% |
| 30D | -8.8% | +9.7% | -18.5% | -9.4% |
| 3M | -14.0% | +21.4% | -35.4% | -13.5% |
| 6M | +144.3% | +15.0% | +129.3% | +139.8% |
| YTD | +71.0% | +46.4% | +24.6% | +95.0% |
| 1Y | +23.5% | +45.6% | -22.1% | +48.0% |
| All | +23.5% | +44.9% | -21.4% | +48.0% |
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