+383.2%
DE vs ALC
+24.0%
+359.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +10.0% | -2.1% | +12.1% | +10.9% |
| 30D | +13.3% | -0.1% | +13.4% | +13.2% |
| 3M | +17.5% | +5.9% | +11.6% | +14.7% |
| 6M | +13.6% | -15.9% | +29.5% | +20.1% |
| YTD | +49.8% | -10.1% | +59.9% | +54.1% |
| 1Y | +47.9% | -10.2% | +58.1% | +51.8% |
| 3Y | +72.5% | -13.6% | +86.1% | +75.5% |
| 5Y | +90.2% | -15.1% | +105.4% | +91.2% |
| All | +383.2% | +24.0% | +359.2% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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