+48.2%
DTE vs ALC
-15.5%
+63.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.2% |
| 7D | +0.9% | -3.7% | +4.5% | +1.5% |
| 30D | -1.9% | -3.7% | +1.9% | -1.3% |
| 3M | -3.3% | +4.6% | -7.9% | -4.2% |
| 6M | -7.1% | -14.6% | +7.5% | -5.1% |
| YTD | +8.1% | -11.9% | +20.0% | +9.8% |
| 1Y | +5.3% | -13.1% | +18.4% | +7.1% |
| 3Y | +48.2% | -15.0% | +63.2% | +46.3% |
| All | +48.2% | -15.5% | +63.7% | +46.3% |
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