+87.3%
ALB vs DD
+64.9%
+22.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -0.9% |
| 7D | -8.6% | -3.8% | -4.8% | -5.9% |
| 30D | -4.0% | -9.2% | +5.2% | +3.1% |
| 3M | -17.4% | -9.0% | -8.4% | -11.6% |
| 6M | -25.4% | -5.0% | -20.4% | -23.1% |
| YTD | -10.5% | +7.4% | -17.9% | -15.5% |
| 1Y | +75.8% | +35.1% | +40.7% | +38.2% |
| 3Y | -28.5% | +43.2% | -71.7% | -45.5% |
| 5Y | -45.1% | +59.6% | -104.8% | -61.2% |
| 10Y | +87.3% | +66.5% | +20.8% | +15.5% |
| All | +87.3% | +64.9% | +22.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling