+54.5%
DTE vs ABCL
-81.3%
+135.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | -2.6% | +93.1% | -95.6% | -3.4% |
| 3M | -3.9% | +79.4% | -83.3% | -4.7% |
| 6M | -7.9% | +214.9% | -222.8% | -9.5% |
| YTD | +7.2% | +234.2% | -227.0% | +5.1% |
| 1Y | +3.1% | +174.8% | -171.7% | +1.2% |
| 3Y | +47.6% | +104.5% | -56.9% | +44.0% |
| 5Y | +32.7% | -39.0% | +71.7% | +28.7% |
| All | +54.5% | -81.3% | +135.7% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling