+19.0%
DLR vs ALB
+60.9%
-41.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.5% |
| 7D | +1.6% | -8.1% | +9.6% | +1.9% |
| 30D | -3.4% | +6.3% | -9.6% | -3.8% |
| 3M | +0.5% | -23.6% | +24.1% | +1.9% |
| 6M | +4.6% | -24.6% | +29.2% | +5.7% |
| YTD | +23.4% | -10.3% | +33.7% | +23.2% |
| 1Y | +19.0% | +61.5% | -42.4% | +16.7% |
| All | +19.0% | +60.9% | -41.9% | +16.7% |
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