-47.4%
ALK vs DAR
+311.7%
-359.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -1.2% | +11.6% | -12.7% | -5.7% |
| 30D | +7.7% | -10.2% | +17.9% | +12.0% |
| 3M | -19.0% | -14.8% | -4.2% | -14.6% |
| 6M | -0.2% | -10.1% | +9.9% | +1.1% |
| YTD | -23.5% | +55.5% | -79.0% | -41.0% |
| 1Y | -9.1% | +61.7% | -70.8% | -31.3% |
| 3Y | +12.0% | +37.2% | -25.1% | -14.9% |
| 5Y | -30.9% | -26.9% | -3.9% | -31.5% |
| All | -47.4% | +311.7% | -359.1% | -79.2% |
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