+207.4%
ALAB vs DLR
+34.0%
+173.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.5% | +6.5% |
| 7D | -26.3% | -3.6% | -22.7% | -22.7% |
| 30D | -50.1% | -3.5% | -46.6% | -47.5% |
| 3M | -42.5% | -8.9% | -33.6% | -35.6% |
| 6M | -10.8% | -11.6% | +0.7% | +1.3% |
| YTD | +14.6% | +14.9% | -0.3% | -0.7% |
| 1Y | +17.1% | +6.4% | +10.7% | +10.3% |
| All | +207.4% | +34.0% | +173.4% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling