+84.8%
DE vs ALK
+16.0%
+68.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.2% |
| 7D | -0.6% | +9.0% | -9.6% | -2.0% |
| 30D | +2.3% | -1.6% | +3.9% | +2.3% |
| 3M | +9.5% | -23.2% | +32.7% | +13.9% |
| 6M | +14.1% | -3.9% | +18.0% | +13.7% |
| YTD | +45.4% | -22.6% | +68.0% | +48.3% |
| 1Y | +42.9% | -5.3% | +48.2% | +39.6% |
| 3Y | +84.8% | +18.6% | +66.3% | +69.7% |
| All | +84.8% | +16.0% | +68.9% | +69.7% |
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