-5.9%
DT vs ALB
-1.1%
-4.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | -20.2% | +9.5% | -29.7% | -20.1% |
| 30D | -30.8% | -2.1% | -28.6% | -30.8% |
| 3M | -10.2% | -24.1% | +13.9% | -11.0% |
| 6M | +8.0% | -51.0% | +59.0% | +7.9% |
| YTD | +1.5% | -29.3% | +30.8% | -3.3% |
| All | -5.9% | -1.1% | -4.7% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling