+24.4%
ALAB vs DG
+41.0%
-16.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.2% |
| 7D | -7.5% | +5.2% | -12.7% | -6.3% |
| 30D | -36.8% | +7.9% | -44.8% | -35.6% |
| 3M | -31.9% | +12.7% | -44.6% | -30.0% |
| 6M | +8.2% | +22.4% | -14.2% | +11.2% |
| YTD | +29.9% | +5.4% | +24.5% | +34.2% |
| 1Y | +24.4% | +39.4% | -15.0% | +31.6% |
| All | +24.4% | +41.0% | -16.6% | +31.6% |
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