+400.4%
ALAB vs DLR
+44.0%
+356.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.5% |
| 7D | +7.2% | +1.6% | +5.7% | +5.9% |
| 30D | -2.5% | -3.4% | +0.8% | +0.6% |
| 3M | -13.3% | +0.5% | -13.8% | -15.2% |
| 6M | +172.8% | +4.6% | +168.3% | +157.5% |
| YTD | +86.6% | +23.4% | +63.2% | +47.6% |
| 1Y | +65.2% | +19.0% | +46.1% | +35.4% |
| All | +400.4% | +44.0% | +356.4% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling