+358.7%
ALAB vs DT
+10.2%
+348.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.2% |
| 30D | -8.8% | +3.5% | -12.3% | -9.4% |
| 3M | -14.0% | +26.7% | -40.7% | -19.8% |
| 6M | +144.3% | +36.1% | +108.1% | +117.2% |
| YTD | +71.0% | +18.6% | +52.4% | +61.4% |
| 1Y | +23.5% | +7.9% | +15.6% | +22.4% |
| All | +358.7% | +10.2% | +348.5% | +423.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling