+7.3%
DT vs ALC
-13.4%
+20.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -3.3% | -2.1% | -1.2% | -2.8% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | +20.0% | +5.9% | +14.1% | +18.1% |
| 6M | +39.3% | -15.9% | +55.2% | +45.3% |
| YTD | +19.8% | -10.1% | +29.9% | +22.3% |
| 1Y | +4.3% | -10.2% | +14.5% | +6.4% |
| All | +7.3% | -13.4% | +20.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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