+7.4%
DASH vs ALK
-25.3%
+32.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.2% | -5.3% |
| 7D | -10.6% | -0.7% | -9.9% | -10.3% |
| 30D | +2.2% | -19.2% | +21.4% | +11.4% |
| 3M | +32.3% | -1.5% | +33.8% | +31.8% |
| 6M | +19.1% | -13.1% | +32.2% | +22.9% |
| YTD | -6.5% | -16.4% | +9.9% | -3.0% |
| 1Y | -14.9% | -33.1% | +18.2% | -2.9% |
| 3Y | +151.9% | +0.6% | +151.3% | +105.2% |
| All | +7.4% | -25.3% | +32.7% | -2.5% |
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