+47.9%
DE vs ALB
+60.9%
-13.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.2% |
| 7D | +10.0% | -8.1% | +18.1% | +10.6% |
| 30D | +13.3% | +6.3% | +7.1% | +13.0% |
| 3M | +17.5% | -23.6% | +41.1% | +19.3% |
| 6M | +13.6% | -24.6% | +38.2% | +15.5% |
| YTD | +49.8% | -10.3% | +60.1% | +52.1% |
| 1Y | +47.9% | +61.5% | -13.6% | +47.8% |
| All | +47.9% | +60.9% | -13.1% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling