+365.7%
ALAB vs DG
-12.7%
+378.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.0% | -2.9% | -7.6% |
| 7D | +3.2% | -2.5% | +5.7% | +2.7% |
| 30D | -13.6% | +1.0% | -14.6% | -13.4% |
| 3M | -16.6% | +20.3% | -36.9% | -13.7% |
| 6M | +142.3% | -11.7% | +154.1% | +138.7% |
| YTD | +73.6% | -2.3% | +76.0% | +74.5% |
| 1Y | +33.7% | +20.0% | +13.7% | +40.2% |
| All | +365.7% | -12.7% | +378.4% | +402.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling