+54.4%
DLR vs ALB
-14.4%
+68.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | +3.3% | -5.8% | +9.1% | +3.8% |
| 30D | +4.6% | -4.5% | +9.1% | +4.9% |
| 3M | -8.3% | -28.1% | +19.8% | -5.9% |
| 6M | -5.6% | -53.2% | +47.6% | +0.6% |
| YTD | +18.7% | -33.3% | +52.0% | +21.3% |
| 1Y | +17.1% | -17.4% | +34.5% | +16.9% |
| 3Y | +54.4% | -14.1% | +68.5% | +49.1% |
| All | +54.4% | -14.4% | +68.8% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling