+96.4%
DE vs ALB
-43.6%
+139.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.3% |
| 7D | +0.7% | -4.4% | +5.1% | +1.5% |
| 30D | +9.6% | -1.2% | +10.8% | +9.8% |
| 3M | +19.0% | -13.3% | +32.3% | +21.5% |
| 6M | +16.1% | -19.8% | +35.8% | +19.3% |
| YTD | +47.0% | -7.9% | +55.0% | +46.1% |
| 1Y | +43.1% | +60.2% | -17.0% | +25.6% |
| 3Y | +77.5% | -26.4% | +103.9% | +73.7% |
| 5Y | +96.4% | -42.5% | +138.9% | +91.2% |
| All | +96.4% | -43.6% | +139.9% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling