-26.4%
ALK vs DAR
-11.0%
-15.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -0.7% | +1.4% | -2.0% | -1.1% |
| 30D | -19.2% | +12.8% | -32.0% | -22.6% |
| 3M | -1.5% | +7.4% | -8.9% | -4.9% |
| 6M | -13.1% | +22.3% | -35.3% | -20.7% |
| YTD | -16.4% | +81.1% | -97.5% | -34.1% |
| 1Y | -33.1% | +106.5% | -139.6% | -50.3% |
| 3Y | +0.6% | +5.3% | -4.7% | -8.2% |
| All | -26.4% | -11.0% | -15.5% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling