-5.9%
DASH vs ALK
-19.3%
+13.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.8% | +12.9% | -15.7% | -7.5% |
| 30D | -9.3% | +5.5% | -14.8% | -11.3% |
| 3M | -15.1% | -12.1% | -3.0% | -10.8% |
| 6M | +8.7% | +1.7% | +7.0% | +6.3% |
| YTD | -21.3% | -17.4% | -3.9% | -18.1% |
| 1Y | -12.7% | -1.9% | -10.7% | -16.4% |
| 3Y | +103.8% | +21.2% | +82.5% | +51.2% |
| 5Y | -16.8% | -27.8% | +11.0% | -19.9% |
| All | -5.9% | -19.3% | +13.3% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling