+11.7%
DASH vs ALK
-18.3%
+30.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.2% | -5.2% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | +2.2% | -19.2% | +21.4% | +11.0% |
| 3M | +32.3% | -1.5% | +33.8% | +31.8% |
| 6M | +19.1% | -13.1% | +32.2% | +22.7% |
| YTD | -6.5% | -16.4% | +9.9% | -3.1% |
| 1Y | -14.9% | -33.1% | +18.2% | -3.6% |
| 3Y | +151.9% | +0.6% | +151.3% | +111.3% |
| 5Y | +9.4% | -26.4% | +35.8% | +4.3% |
| All | +11.7% | -18.3% | +30.0% | -0.4% |
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