+65.2%
ALAB vs DT
+4.0%
+61.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +9.6% |
| 7D | +7.2% | -3.3% | +10.5% | +7.0% |
| 30D | -2.5% | +2.0% | -4.6% | -2.2% |
| 3M | -13.3% | +20.0% | -33.3% | -11.8% |
| 6M | +172.8% | +39.3% | +133.5% | +173.8% |
| YTD | +86.6% | +19.8% | +66.8% | +89.8% |
| 1Y | +65.2% | +4.3% | +60.9% | +74.3% |
| All | +65.2% | +4.0% | +61.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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