+65.2%
DTE vs ALC
+24.0%
+41.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | -2.6% | -0.1% | -2.5% | -2.7% |
| 3M | -3.9% | +5.9% | -9.8% | -5.9% |
| 6M | -7.9% | -15.9% | +8.0% | -3.5% |
| YTD | +7.2% | -10.1% | +17.3% | +9.7% |
| 1Y | +3.1% | -10.2% | +13.3% | +5.2% |
| 3Y | +47.6% | -13.6% | +61.1% | +48.7% |
| 5Y | +32.7% | -15.1% | +47.9% | +31.8% |
| All | +65.2% | +24.0% | +41.2% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling