+65.2%
ALAB vs DG
+23.4%
+41.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +9.9% |
| 7D | +7.2% | +8.4% | -1.2% | +8.0% |
| 30D | -2.5% | +4.9% | -7.5% | -2.1% |
| 3M | -13.3% | +29.3% | -42.6% | -13.1% |
| 6M | +172.8% | -11.3% | +184.1% | +179.1% |
| YTD | +86.6% | +1.8% | +84.8% | +88.6% |
| 1Y | +65.2% | +25.3% | +39.8% | +68.7% |
| All | +65.2% | +23.4% | +41.7% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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