+755.9%
DE vs ALK
-45.9%
+801.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.6% |
| 30D | +3.6% | +7.7% | -4.1% | +1.0% |
| 3M | +10.2% | -19.0% | +29.2% | +16.3% |
| 6M | +16.6% | -0.2% | +16.8% | +14.1% |
| YTD | +45.8% | -23.5% | +69.3% | +51.6% |
| 1Y | +43.9% | -9.1% | +53.0% | +40.9% |
| 3Y | +89.6% | +12.0% | +77.6% | +60.9% |
| 5Y | +100.3% | -30.9% | +131.2% | +95.4% |
| All | +755.9% | -45.9% | +801.8% | +669.2% |
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