-63.4%
ALB vs DTE
+46.4%
-109.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -5.8% | +3.4% | -9.2% | -7.2% |
| 30D | -4.5% | +8.9% | -13.4% | -8.4% |
| 3M | -28.1% | +1.1% | -29.1% | -28.6% |
| 6M | -53.2% | +0.1% | -53.3% | -53.6% |
| YTD | -33.3% | +11.1% | -44.4% | -37.8% |
| 1Y | -17.4% | +4.9% | -22.4% | -20.7% |
| 3Y | -14.1% | +58.6% | -72.7% | -34.0% |
| All | -63.4% | +46.4% | -109.8% | -68.8% |
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