-45.1%
ALB vs DTE
+31.9%
-77.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.4% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -4.0% | -0.5% | -3.5% | -3.9% |
| 3M | -17.4% | -6.0% | -11.3% | -15.4% |
| 6M | -25.4% | -7.2% | -18.2% | -23.4% |
| YTD | -10.5% | +7.2% | -17.7% | -15.0% |
| 1Y | +75.8% | +4.1% | +71.8% | +69.2% |
| 3Y | -28.5% | +46.9% | -75.4% | -42.9% |
| 5Y | -45.1% | +32.9% | -78.0% | -51.3% |
| All | -45.1% | +31.9% | -77.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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