+24.5%
ALAB vs DLR
+11.0%
+13.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -6.8% |
| 7D | -24.9% | +2.8% | -27.7% | -26.7% |
| 30D | -38.4% | +2.8% | -41.2% | -39.5% |
| 3M | -38.3% | -4.0% | -34.3% | -35.9% |
| 6M | +10.9% | -5.6% | +16.5% | +19.7% |
| YTD | +34.2% | +21.9% | +12.3% | -0.8% |
| 1Y | +24.5% | +13.0% | +11.5% | +1.8% |
| All | +24.5% | +11.0% | +13.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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