+18.6%
ALK vs DAR
+11.9%
+6.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +9.0% | -9.9% | +19.0% | +11.2% |
| 30D | -1.6% | -16.4% | +14.7% | +1.7% |
| 3M | -23.2% | -17.1% | -6.1% | -21.0% |
| 6M | -3.9% | -20.5% | +16.6% | -0.6% |
| YTD | -22.6% | +39.4% | -62.0% | -34.4% |
| 1Y | -5.3% | +57.2% | -62.6% | -23.2% |
| 3Y | +18.6% | +13.9% | +4.7% | +0.4% |
| All | +18.6% | +11.9% | +6.7% | +0.4% |
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