+47.4%
DD vs ALK
+2.1%
+45.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.1% |
| 7D | -3.5% | -0.7% | -2.9% | -3.3% |
| 30D | -10.3% | -19.2% | +8.9% | -5.3% |
| 3M | -7.5% | -1.5% | -6.0% | -8.0% |
| 6M | -8.0% | -13.1% | +5.0% | -6.5% |
| YTD | +10.5% | -16.4% | +26.9% | +13.0% |
| 1Y | +38.3% | -33.1% | +71.3% | +49.0% |
| All | +47.4% | +2.1% | +45.3% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling