-45.1%
ALB vs DG
-39.5%
-5.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.5% |
| 7D | -8.6% | -4.8% | -3.8% | -8.0% |
| 30D | -4.0% | +1.8% | -5.8% | -4.3% |
| 3M | -17.4% | +14.5% | -31.9% | -19.2% |
| 6M | -25.4% | -13.6% | -11.8% | -24.0% |
| YTD | -10.5% | -4.8% | -5.7% | -10.1% |
| 1Y | +75.8% | +21.6% | +54.3% | +69.6% |
| 3Y | -28.5% | +4.5% | -33.0% | -30.8% |
| 5Y | -45.1% | -38.5% | -6.6% | -43.9% |
| All | -45.1% | -39.5% | -5.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling