+84.4%
DT vs ALB
+50.3%
+34.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -20.2% | +9.5% | -29.7% | -22.0% |
| 30D | -30.8% | -2.1% | -28.6% | -30.5% |
| 3M | -10.2% | -24.1% | +13.9% | -5.0% |
| 6M | +8.0% | -51.0% | +59.0% | +25.9% |
| YTD | +1.5% | -29.3% | +30.8% | +5.1% |
| 1Y | -6.9% | +3.2% | -10.0% | -13.3% |
| 3Y | -10.9% | -9.3% | -1.6% | -23.3% |
| 5Y | -42.2% | -61.6% | +19.4% | -35.1% |
| All | +84.4% | +50.3% | +34.1% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling