+854.6%
DE vs ALB
+84.6%
+770.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.9% |
| 7D | -2.4% | -7.6% | +5.2% | -0.5% |
| 30D | +9.7% | -5.6% | +15.3% | +11.1% |
| 3M | +21.4% | -16.8% | +38.2% | +26.2% |
| 6M | +15.0% | -26.3% | +41.3% | +21.9% |
| YTD | +46.4% | -13.2% | +59.7% | +47.0% |
| 1Y | +45.6% | +68.8% | -23.2% | +19.6% |
| 3Y | +76.8% | -30.7% | +107.4% | +73.2% |
| 5Y | +99.4% | -46.3% | +145.7% | +97.6% |
| All | +854.6% | +84.6% | +770.0% | +459.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling