+400.4%
ALAB vs DG
-9.1%
+409.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +10.0% |
| 7D | +7.2% | +8.4% | -1.2% | +8.9% |
| 30D | -2.5% | +4.9% | -7.5% | -1.6% |
| 3M | -13.3% | +29.3% | -42.6% | -9.1% |
| 6M | +172.8% | -11.3% | +184.1% | +169.1% |
| YTD | +86.6% | +1.8% | +84.8% | +88.9% |
| 1Y | +65.2% | +25.3% | +39.8% | +74.7% |
| All | +400.4% | -9.1% | +409.5% | +444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling