+9.6%
DT vs ALB
-29.3%
+38.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -1.3% |
| 7D | -3.3% | -8.1% | +4.8% | -2.7% |
| 30D | +2.0% | +6.3% | -4.2% | +1.4% |
| 3M | +20.0% | -23.6% | +43.6% | +22.6% |
| 6M | +39.3% | -24.6% | +63.9% | +41.5% |
| YTD | +19.8% | -10.3% | +30.0% | +18.7% |
| 1Y | +4.3% | +61.5% | -57.2% | -4.2% |
| All | +9.6% | -29.3% | +38.9% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling