+13.7%
DLR vs ALB
-7.9%
+21.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | +0.5% | -2.6% | +3.1% | +0.6% |
| 3M | -4.4% | -25.6% | +21.1% | -3.8% |
| 6M | -6.4% | -54.0% | +47.6% | -3.6% |
| YTD | +19.5% | -31.6% | +51.1% | +21.3% |
| All | +13.7% | -7.9% | +21.6% | +16.1% |
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