-7.3%
ALB vs DG
+41.0%
-48.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | +5.3% | +5.2% | +0.1% | +4.8% |
| 30D | -6.3% | +7.9% | -14.2% | -6.9% |
| 3M | -27.4% | +12.7% | -40.1% | -28.2% |
| 6M | -53.1% | +22.4% | -75.5% | -53.8% |
| YTD | -32.3% | +5.4% | -37.7% | -29.8% |
| 1Y | -7.3% | +39.4% | -46.7% | +4.1% |
| All | -7.3% | +41.0% | -48.3% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling