-34.9%
ALK vs DAR
+352.7%
-387.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.7% | +1.4% | -2.0% | -1.4% |
| 30D | -19.2% | +12.8% | -32.0% | -24.1% |
| 3M | -1.5% | +7.4% | -8.9% | -6.4% |
| 6M | -13.1% | +22.3% | -35.3% | -23.3% |
| YTD | -16.4% | +81.1% | -97.5% | -38.9% |
| 1Y | -33.1% | +106.5% | -139.6% | -54.7% |
| 3Y | +0.6% | +5.3% | -4.7% | -10.6% |
| 5Y | -26.4% | -11.5% | -14.8% | -33.0% |
| All | -34.9% | +352.7% | -387.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling