+33.2%
DTE vs ABCL
-39.9%
+73.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.9% | +1.4% | -0.5% | +0.9% |
| 30D | -1.9% | +65.1% | -66.9% | -2.9% |
| 3M | -3.3% | +111.1% | -114.4% | -4.9% |
| 6M | -7.1% | +231.6% | -238.7% | -9.9% |
| YTD | +8.1% | +234.5% | -226.4% | +4.7% |
| 1Y | +5.3% | +174.3% | -169.1% | +2.2% |
| 3Y | +48.2% | +111.5% | -63.3% | +42.9% |
| 5Y | +33.2% | -37.3% | +70.5% | +26.4% |
| All | +33.2% | -39.9% | +73.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling