+272.3%
ALAB vs DG
-5.7%
+278.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +3.4% | -3.0% | +6.4% | +2.6% |
| 30D | -28.8% | +8.6% | -37.4% | -27.2% |
| 3M | -26.0% | +15.0% | -41.0% | -23.4% |
| 6M | +11.4% | +32.7% | -21.3% | +18.3% |
| YTD | +38.8% | +5.5% | +33.3% | +42.6% |
| 1Y | +37.8% | +34.6% | +3.2% | +48.9% |
| All | +272.3% | -5.7% | +278.0% | +311.0% |
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