+852.9%
DE vs ALK
-38.6%
+891.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +9.6% | -18.5% | +28.1% | +16.1% |
| 3M | +19.0% | -3.6% | +22.5% | +19.0% |
| 6M | +16.1% | -3.7% | +19.7% | +14.7% |
| YTD | +47.0% | -19.0% | +66.0% | +51.3% |
| 1Y | +43.1% | -36.0% | +79.2% | +57.4% |
| 3Y | +77.5% | +2.3% | +75.2% | +57.1% |
| 5Y | +96.4% | -27.8% | +124.1% | +90.0% |
| 10Y | +852.9% | -39.0% | +891.9% | +757.9% |
| All | +852.9% | -38.6% | +891.5% | +757.9% |
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