+365.4%
ALB vs DG
+606.1%
-240.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.8% |
| 7D | -8.1% | +8.4% | -16.5% | -9.8% |
| 30D | +6.3% | +4.9% | +1.3% | +5.1% |
| 3M | -23.6% | +29.3% | -52.9% | -28.2% |
| 6M | -24.6% | -11.3% | -13.3% | -23.1% |
| YTD | -10.3% | +1.8% | -12.0% | -11.3% |
| 1Y | +61.5% | +25.3% | +36.1% | +51.1% |
| 3Y | -34.0% | +9.1% | -43.1% | -38.6% |
| 5Y | -44.6% | -34.9% | -9.7% | -42.0% |
| 10Y | +76.1% | +108.2% | -32.1% | +35.2% |
| All | +365.4% | +606.1% | -240.6% | +123.5% |
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