+118.4%
DAL vs ALK
-28.7%
+147.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | 0.0% |
| 7D | +2.3% | +2.6% | -0.2% | +0.4% |
| 30D | +14.3% | +7.8% | +6.5% | +7.7% |
| 3M | +1.3% | -15.2% | +16.5% | +13.7% |
| 6M | +29.3% | +5.0% | +24.2% | +21.4% |
| YTD | +33.0% | -18.4% | +51.4% | +47.7% |
| 1Y | +59.8% | -2.4% | +62.3% | +53.2% |
| 3Y | +177.2% | +19.8% | +157.4% | +103.7% |
| 5Y | +118.4% | -27.8% | +146.1% | +164.6% |
| All | +118.4% | -28.7% | +147.0% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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