+207.4%
ALAB vs DT
-6.9%
+214.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.4% |
| 7D | -26.3% | -24.7% | -1.6% | -21.1% |
| 30D | -50.1% | -27.4% | -22.7% | -46.1% |
| 3M | -42.5% | -11.1% | -31.4% | -40.5% |
| 6M | -10.8% | +13.7% | -24.5% | -16.1% |
| YTD | +14.6% | +0.2% | +14.4% | +13.2% |
| 1Y | +17.1% | -5.7% | +22.8% | +19.0% |
| All | +207.4% | -6.9% | +214.3% | +267.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling