+47.3%
DLR vs ALB
-16.8%
+64.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -3.6% | +9.1% | -12.7% | -4.4% |
| 30D | -3.5% | -3.4% | -0.1% | -3.2% |
| 3M | -8.9% | -20.6% | +11.7% | -7.3% |
| 6M | -11.6% | -48.2% | +36.6% | -6.6% |
| YTD | +14.9% | -29.2% | +44.1% | +16.8% |
| 1Y | +6.4% | +10.0% | -3.6% | +3.1% |
| 3Y | +47.3% | -12.9% | +60.2% | +41.9% |
| All | +47.3% | -16.8% | +64.1% | +41.9% |
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