+365.7%
ALAB vs DE
+80.2%
+285.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.1% | -6.2% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | -13.6% | +9.6% | -23.2% | -17.0% |
| 3M | -16.6% | +19.0% | -35.6% | -22.4% |
| 6M | +142.3% | +16.1% | +126.3% | +125.8% |
| YTD | +73.6% | +47.0% | +26.6% | +41.0% |
| 1Y | +33.7% | +43.1% | -9.5% | +9.0% |
| All | +365.7% | +80.2% | +285.4% | +217.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling