+267.0%
ALB vs DG
+612.5%
-345.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.6% |
| 7D | +9.1% | +1.1% | +8.0% | +8.7% |
| 30D | -3.4% | +9.5% | -12.9% | -5.6% |
| 3M | -20.6% | +5.5% | -26.1% | -21.9% |
| 6M | -48.2% | +16.1% | -64.3% | -50.4% |
| YTD | -29.2% | +2.7% | -31.9% | -30.4% |
| 1Y | +10.0% | +42.1% | -32.1% | -0.3% |
| 3Y | -12.9% | +19.3% | -32.2% | -21.0% |
| 5Y | -61.3% | -35.3% | -25.9% | -59.5% |
| 10Y | +35.8% | +123.9% | -88.1% | +2.0% |
| All | +267.0% | +612.5% | -345.4% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling