+2,885.9%
ALB vs DTE
+2,447.2%
+438.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -8.1% | +0.2% | -8.2% | -8.1% |
| 30D | +6.3% | -2.6% | +8.8% | +7.6% |
| 3M | -23.6% | -3.9% | -19.7% | -22.5% |
| 6M | -24.6% | -7.9% | -16.7% | -22.0% |
| YTD | -10.3% | +7.2% | -17.4% | -14.4% |
| 1Y | +61.5% | +3.1% | +58.4% | +56.9% |
| 3Y | -34.0% | +47.6% | -81.6% | -47.0% |
| 5Y | -44.6% | +32.7% | -77.3% | -53.7% |
| 10Y | +76.1% | +138.8% | -62.7% | +2.3% |
| All | +2,885.9% | +2,447.2% | +438.7% | +606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling