+248.5%
ALAB vs DT
-6.8%
+255.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -7.5% | -7.5% | +0.1% | -5.2% |
| 30D | -36.8% | -31.5% | -5.3% | -30.8% |
| 3M | -31.9% | -14.0% | -17.9% | -28.9% |
| 6M | +8.2% | +6.9% | +1.3% | +4.8% |
| YTD | +29.9% | +0.3% | +29.6% | +28.3% |
| 1Y | +24.4% | -6.9% | +31.3% | +27.4% |
| All | +248.5% | -6.8% | +255.3% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling