+100.2%
DAL vs ALK
-33.9%
+134.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -1.9% |
| 7D | +4.6% | +7.1% | -2.5% | -0.8% |
| 30D | +2.3% | -3.0% | +5.3% | +4.3% |
| 3M | -8.1% | -25.6% | +17.6% | +13.6% |
| 6M | +21.4% | +0.5% | +20.9% | +17.8% |
| YTD | +24.3% | -23.1% | +47.4% | +44.3% |
| 1Y | +47.4% | -7.5% | +54.9% | +46.9% |
| 3Y | +164.6% | +15.3% | +149.3% | +99.2% |
| 5Y | +100.2% | -34.8% | +135.0% | +168.6% |
| All | +100.2% | -33.9% | +134.1% | +168.6% |
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