+44.4%
ALAB vs DT
-4.5%
+48.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.4% |
| 7D | +26.9% | +2.7% | +24.2% | +26.8% |
| 30D | -30.0% | -30.4% | +0.4% | -31.2% |
| 3M | -28.5% | -9.4% | -19.1% | -26.9% |
| 6M | +11.4% | +14.5% | -3.1% | +17.1% |
| YTD | +36.9% | +3.6% | +33.3% | +38.4% |
| 1Y | +44.4% | -3.4% | +47.8% | +44.1% |
| All | +44.4% | -4.5% | +48.9% | +44.1% |
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