+12.0%
ALK vs DAR
+33.7%
-21.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -1.2% | +11.6% | -12.7% | -3.4% |
| 30D | +7.7% | -10.2% | +17.9% | +9.8% |
| 3M | -19.0% | -14.8% | -4.2% | -16.7% |
| 6M | -0.2% | -10.1% | +9.9% | +0.5% |
| YTD | -23.5% | +55.5% | -79.0% | -36.7% |
| 1Y | -9.1% | +61.7% | -70.8% | -25.9% |
| 3Y | +12.0% | +37.2% | -25.1% | -10.1% |
| All | +12.0% | +33.7% | -21.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling