+21.2%
ALK vs DTE
+55.4%
-34.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.6% |
| 7D | +12.9% | +3.5% | +9.4% | +11.3% |
| 30D | +5.5% | +9.5% | -4.0% | +1.7% |
| 3M | -12.1% | +2.5% | -14.6% | -13.1% |
| 6M | +1.7% | +0.6% | +1.2% | +1.2% |
| YTD | -17.4% | +10.5% | -27.9% | -21.6% |
| 1Y | -1.9% | +3.3% | -5.3% | -3.9% |
| 3Y | +21.2% | +56.3% | -35.0% | -6.0% |
| All | +21.2% | +55.4% | -34.1% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling