+384.5%
ALAB vs DTE
+33.2%
+351.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +3.5% |
| 7D | +9.6% | 0.0% | +9.6% | +9.7% |
| 30D | -5.3% | -0.5% | -4.7% | -5.5% |
| 3M | -12.0% | -6.0% | -6.0% | -15.1% |
| 6M | +145.7% | -7.2% | +152.9% | +136.1% |
| YTD | +80.7% | +7.2% | +73.5% | +87.1% |
| 1Y | +40.1% | +4.1% | +36.1% | +43.1% |
| All | +384.5% | +33.2% | +351.3% | +564.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling