-4.3%
DASH vs ALK
-28.8%
+24.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.8% | -0.4% | +4.5% |
| 7D | +17.2% | +12.4% | +4.7% | +11.5% |
| 30D | +3.6% | +2.1% | +1.5% | +2.6% |
| 3M | -1.9% | -23.9% | +22.0% | +9.7% |
| 6M | +15.1% | +8.2% | +6.9% | +9.1% |
| YTD | -12.3% | -20.5% | +8.2% | -7.1% |
| 1Y | -17.2% | -1.0% | -16.2% | -21.6% |
| 3Y | +114.7% | +19.2% | +95.5% | +48.5% |
| 5Y | -4.3% | -28.2% | +24.0% | -9.7% |
| All | -4.3% | -28.8% | +24.5% | -9.7% |
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