+762.6%
DE vs ALB
+34.2%
+728.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +2.3% | -3.6% | +5.9% | +3.2% |
| 30D | +4.4% | -2.9% | +7.3% | +4.9% |
| 3M | +9.8% | -25.8% | +35.6% | +17.7% |
| 6M | +15.8% | -53.6% | +69.4% | +38.7% |
| YTD | +47.0% | -32.4% | +79.3% | +56.5% |
| 1Y | +42.8% | -13.0% | +55.8% | +41.3% |
| 3Y | +88.9% | -15.0% | +103.9% | +70.5% |
| 5Y | +101.9% | -63.5% | +165.4% | +124.1% |
| All | +762.6% | +34.2% | +728.4% | +493.5% |
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