+43.1%
DE vs ALK
-35.5%
+78.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +9.6% | -18.5% | +28.1% | +12.0% |
| 3M | +19.0% | -3.6% | +22.5% | +19.6% |
| 6M | +16.1% | -3.7% | +19.7% | +15.4% |
| YTD | +47.0% | -19.0% | +66.0% | +45.2% |
| 1Y | +43.1% | -36.0% | +79.2% | +46.8% |
| All | +43.1% | -35.5% | +78.7% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling