+897.9%
ALK vs DAR
+1,348.6%
-450.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.9% |
| 7D | +7.1% | -8.1% | +15.1% | +8.0% |
| 30D | -3.0% | -17.1% | +14.1% | -1.1% |
| 3M | -25.6% | -12.3% | -13.4% | -24.9% |
| 6M | +0.5% | -21.8% | +22.3% | +2.6% |
| YTD | -23.1% | +40.8% | -63.9% | -26.8% |
| 1Y | -7.5% | +57.4% | -64.9% | -13.2% |
| 3Y | +15.3% | +12.1% | +3.2% | +11.4% |
| 5Y | -34.8% | -40.2% | +5.4% | -33.0% |
| 10Y | -41.2% | +280.1% | -321.2% | -49.0% |
| All | +897.9% | +1,348.6% | -450.7% | +674.0% |
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