+33.7%
ALAB vs DLR
+20.4%
+13.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.3% |
| 7D | +3.2% | +3.4% | -0.2% | +0.9% |
| 30D | -13.6% | -2.2% | -11.3% | -12.1% |
| 3M | -16.6% | +4.7% | -21.3% | -20.3% |
| 6M | +142.3% | +9.0% | +133.3% | +122.0% |
| YTD | +73.6% | +24.1% | +49.5% | +35.7% |
| 1Y | +33.7% | +20.9% | +12.7% | +5.7% |
| All | +33.7% | +20.4% | +13.3% | +5.7% |
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