+365.7%
ALAB vs DT
+7.8%
+357.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.8% | -6.2% |
| 7D | +3.2% | -4.9% | +8.1% | +4.4% |
| 30D | -13.6% | +2.7% | -16.3% | -14.0% |
| 3M | -16.6% | +20.0% | -36.6% | -21.1% |
| 6M | +142.3% | +28.0% | +114.3% | +120.8% |
| YTD | +73.6% | +16.0% | +57.6% | +64.7% |
| 1Y | +33.7% | +0.7% | +32.9% | +35.9% |
| All | +365.7% | +7.8% | +357.9% | +434.3% |
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 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