+403.7%
DAL vs ALK
+491.9%
-88.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.8% | -1.6% | +0.1% |
| 7D | +11.1% | +12.4% | -1.4% | +0.7% |
| 30D | +7.7% | +2.1% | +5.6% | +5.4% |
| 3M | -3.5% | -23.9% | +20.3% | +19.0% |
| 6M | +31.3% | +8.2% | +23.1% | +19.5% |
| YTD | +30.0% | -20.5% | +50.4% | +47.4% |
| 1Y | +62.1% | -1.0% | +63.1% | +52.6% |
| 3Y | +176.6% | +19.2% | +157.5% | +106.5% |
| 5Y | +126.2% | -28.2% | +154.4% | +159.7% |
| 10Y | +135.1% | -39.2% | +174.3% | +179.7% |
| All | +403.7% | +491.9% | -88.1% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling