-37.4%
ALK vs DTE
+136.5%
-173.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.3% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -14.6% | -0.5% | -14.1% | -14.4% |
| 3M | -10.6% | -6.0% | -4.5% | -7.0% |
| 6M | -6.7% | -7.2% | +0.5% | -2.4% |
| YTD | -19.8% | +7.2% | -26.9% | -24.5% |
| 1Y | -35.2% | +4.1% | -39.3% | -37.8% |
| 3Y | +1.4% | +46.9% | -45.5% | -26.0% |
| 5Y | -30.7% | +32.9% | -63.6% | -47.0% |
| 10Y | -37.4% | +144.5% | -181.9% | -63.9% |
| All | -37.4% | +136.5% | -173.8% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling