+92.8%
ALB vs DG
+108.0%
-15.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.4% |
| 7D | -4.4% | -2.5% | -1.9% | -4.0% |
| 30D | -1.2% | +1.0% | -2.2% | -1.5% |
| 3M | -13.3% | +20.3% | -33.6% | -17.0% |
| 6M | -19.8% | -11.7% | -8.0% | -18.2% |
| YTD | -7.9% | -2.3% | -5.6% | -8.1% |
| 1Y | +60.2% | +20.0% | +40.1% | +52.0% |
| 3Y | -26.4% | +7.2% | -33.7% | -31.0% |
| 5Y | -42.5% | -37.9% | -4.6% | -38.3% |
| All | +92.8% | +108.0% | -15.2% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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