+249.6%
ALAB vs DG
-6.2%
+255.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.2% | +11.5% | +14.2% |
| 7D | -5.6% | +0.7% | -6.2% | -5.4% |
| 30D | -36.6% | +7.4% | -44.1% | -35.4% |
| 3M | -35.1% | +8.5% | -43.6% | -33.6% |
| 6M | +8.5% | +21.9% | -13.3% | +13.8% |
| YTD | +30.4% | +4.9% | +25.4% | +33.7% |
| 1Y | +31.0% | +40.4% | -9.4% | +42.9% |
| All | +249.6% | -6.2% | +255.9% | +285.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling