+82.3%
DT vs ALB
+43.9%
+38.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.1% |
| 7D | -7.5% | +5.3% | -12.8% | -8.7% |
| 30D | -31.5% | -6.3% | -25.3% | -30.6% |
| 3M | -14.0% | -27.4% | +13.4% | -8.1% |
| 6M | +6.9% | -53.1% | +59.9% | +25.7% |
| YTD | +0.3% | -32.3% | +32.7% | +4.9% |
| 1Y | -6.9% | -7.3% | +0.4% | -10.9% |
| 3Y | -13.9% | -14.9% | +1.0% | -24.6% |
| 5Y | -39.9% | -62.0% | +22.1% | -32.7% |
| All | +82.3% | +43.9% | +38.4% | +22.0% |
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