+34.3%
DLR vs ALB
-44.4%
+78.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.9% |
| 7D | +1.6% | -8.1% | +9.6% | +2.6% |
| 30D | -3.4% | +6.3% | -9.6% | -4.3% |
| 3M | +0.5% | -23.6% | +24.1% | +3.6% |
| 6M | +4.6% | -24.6% | +29.2% | +7.4% |
| YTD | +23.4% | -10.3% | +33.7% | +22.9% |
| 1Y | +19.0% | +61.5% | -42.4% | +7.7% |
| 3Y | +56.5% | -34.0% | +90.5% | +58.2% |
| All | +34.3% | -44.4% | +78.7% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling