+3,340.7%
DLR vs ALB
+663.1%
+2,677.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -3.6% | +9.1% | -12.7% | -5.8% |
| 30D | -3.5% | -3.4% | -0.1% | -2.8% |
| 3M | -8.9% | -20.6% | +11.7% | -4.0% |
| 6M | -11.6% | -48.2% | +36.6% | +3.5% |
| YTD | +14.9% | -29.2% | +44.1% | +20.8% |
| 1Y | +6.4% | +10.0% | -3.6% | -1.8% |
| 3Y | +47.3% | -12.9% | +60.2% | +30.4% |
| 5Y | +32.8% | -61.3% | +94.1% | +42.2% |
| 10Y | +169.6% | +35.8% | +133.8% | +52.3% |
| All | +3,340.7% | +663.1% | +2,677.6% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling