+53.5%
ALAB vs DTE
+3.3%
+50.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.4% |
| 7D | +16.3% | +3.4% | +12.9% | +18.1% |
| 30D | -26.1% | +8.9% | -35.0% | -22.0% |
| 3M | -31.3% | +1.1% | -32.3% | -31.4% |
| 6M | -1.0% | +0.1% | -1.1% | -3.1% |
| YTD | +33.3% | +11.1% | +22.3% | +31.7% |
| 1Y | +53.5% | +4.9% | +48.6% | +59.7% |
| All | +53.5% | +3.3% | +50.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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