-43.0%
DT vs ALB
-61.7%
+18.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -24.7% | +9.1% | -33.8% | -26.0% |
| 30D | -27.4% | -3.4% | -24.0% | -27.0% |
| 3M | -11.1% | -20.6% | +9.5% | -7.8% |
| 6M | +13.7% | -48.2% | +61.9% | +27.5% |
| YTD | +0.2% | -29.2% | +29.5% | +2.8% |
| 1Y | -5.7% | +10.0% | -15.7% | -13.1% |
| 3Y | -8.1% | -12.9% | +4.8% | -19.1% |
| All | -43.0% | -61.7% | +18.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling