+177.5%
DLR vs ALB
+38.2%
+139.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +2.4% | +9.5% | -7.1% | +1.0% |
| 30D | +0.7% | -2.1% | +2.9% | +1.0% |
| 3M | -6.4% | -24.1% | +17.7% | -2.9% |
| 6M | -6.5% | -51.0% | +44.5% | +3.1% |
| YTD | +18.8% | -29.3% | +48.1% | +22.3% |
| 1Y | +9.0% | +3.2% | +5.9% | +5.3% |
| 3Y | +54.5% | -9.3% | +63.8% | +44.0% |
| 5Y | +35.8% | -61.6% | +97.5% | +44.0% |
| 10Y | +177.5% | +40.8% | +136.7% | +104.4% |
| All | +177.5% | +38.2% | +139.2% | +104.4% |
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