+110.9%
DT vs ALB
+95.8%
+15.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.7% |
| 7D | -4.9% | -4.4% | -0.5% | -4.0% |
| 30D | +2.7% | -1.2% | +3.9% | +2.6% |
| 3M | +20.0% | -13.3% | +33.3% | +22.9% |
| 6M | +28.0% | -19.8% | +47.8% | +31.5% |
| YTD | +16.0% | -7.9% | +24.0% | +13.5% |
| 1Y | +0.7% | +60.2% | -59.4% | -16.7% |
| 3Y | +6.2% | -26.4% | +32.6% | +2.3% |
| 5Y | -28.1% | -42.5% | +14.4% | -27.4% |
| All | +110.9% | +95.8% | +15.1% | +31.9% |
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 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