+784.1%
DE vs ALK
-41.4%
+825.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +2.3% | +2.6% | -0.3% | +1.5% |
| 30D | +9.3% | +7.8% | +1.5% | +6.5% |
| 3M | +12.2% | -15.2% | +27.4% | +16.8% |
| 6M | +18.1% | +5.0% | +13.0% | +13.9% |
| YTD | +49.8% | -18.4% | +68.2% | +52.8% |
| 1Y | +46.4% | -2.4% | +48.8% | +40.4% |
| 3Y | +92.5% | +19.8% | +72.8% | +60.3% |
| 5Y | +107.4% | -27.8% | +135.2% | +100.1% |
| 10Y | +784.1% | -42.0% | +826.0% | +677.2% |
| All | +784.1% | -41.4% | +825.5% | +677.2% |
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