+249.6%
ALAB vs DLR
+38.6%
+211.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.4% | +10.3% | +10.3% |
| 7D | -5.6% | +2.4% | -7.9% | -6.6% |
| 30D | -36.6% | +0.7% | -37.4% | -35.9% |
| 3M | -35.1% | -6.4% | -28.7% | -29.2% |
| 6M | +8.5% | -6.5% | +15.1% | +16.8% |
| YTD | +30.4% | +18.8% | +11.6% | +9.6% |
| 1Y | +31.0% | +9.0% | +22.0% | +20.7% |
| All | +249.6% | +38.6% | +211.0% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling