+55.7%
DTE vs ABCL
+196.9%
-141.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +2.4% |
| 7D | +1.8% | +12.4% | -10.6% | +1.7% |
| 30D | +9.0% | -0.4% | +9.4% | +9.0% |
| 3M | -0.2% | +80.4% | -80.6% | -1.0% |
| 6M | +0.1% | +138.5% | -138.5% | -1.5% |
| YTD | +10.0% | +265.5% | -255.5% | +6.8% |
| 1Y | +4.7% | +219.7% | -215.0% | +2.0% |
| 3Y | +55.7% | +209.4% | -153.7% | +48.2% |
| All | +55.7% | +196.9% | -141.2% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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