+248.5%
ALAB vs DE
+82.5%
+166.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -7.5% | +3.3% | -10.7% | -8.4% |
| 30D | -36.8% | +10.7% | -47.6% | -39.2% |
| 3M | -31.9% | +13.1% | -45.0% | -35.5% |
| 6M | +8.2% | +20.2% | -12.0% | +0.1% |
| YTD | +29.9% | +48.9% | -18.9% | +5.0% |
| 1Y | +24.4% | +46.6% | -22.2% | +0.3% |
| All | +248.5% | +82.5% | +166.0% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling