+41.9%
DTE vs ABCL
-21.8%
+63.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.6% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | -0.3% |
| 30D | +6.2% | -7.4% | +13.6% | +6.2% |
| 3M | -2.6% | +81.9% | -84.5% | -4.0% |
| 6M | -3.5% | +135.7% | -139.3% | -5.7% |
| YTD | +7.4% | +247.4% | -240.0% | +3.6% |
| 1Y | +4.2% | +162.3% | -158.0% | +1.3% |
| 3Y | +51.7% | +165.5% | -113.7% | +45.4% |
| All | +41.9% | -21.8% | +63.7% | +33.9% |
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