+251.1%
ALB vs DG
+631.4%
-380.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | +5.3% | +5.2% | +0.1% | +4.0% |
| 30D | -6.3% | +7.9% | -14.2% | -8.1% |
| 3M | -27.4% | +12.7% | -40.1% | -29.6% |
| 6M | -53.1% | +22.4% | -75.5% | -55.6% |
| YTD | -32.3% | +5.4% | -37.7% | -33.9% |
| 1Y | -7.3% | +39.4% | -46.7% | -15.6% |
| 3Y | -14.9% | +24.1% | -39.0% | -23.6% |
| 5Y | -62.0% | -32.2% | -29.9% | -60.8% |
| 10Y | +33.0% | +111.8% | -78.8% | +1.5% |
| All | +251.1% | +631.4% | -380.4% | +66.6% |
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