+984.0%
ALK vs DAR
+1,762.6%
-778.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | -19.2% | +12.8% | -32.0% | -20.5% |
| 3M | -1.5% | +7.4% | -8.9% | -2.7% |
| 6M | -13.1% | +22.3% | -35.3% | -15.7% |
| YTD | -16.4% | +81.1% | -97.5% | -22.6% |
| 1Y | -33.1% | +106.5% | -139.6% | -39.1% |
| 3Y | +0.6% | +5.3% | -4.7% | -2.0% |
| 5Y | -26.4% | -11.5% | -14.8% | -27.4% |
| 10Y | -34.2% | +353.3% | -387.5% | -44.1% |
| All | +984.0% | +1,762.6% | -778.5% | +719.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling