+14,179.2%
DE vs ALK
+770.6%
+13,408.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.1% |
| 7D | -0.6% | +9.0% | -9.6% | -2.9% |
| 30D | +2.3% | -1.6% | +3.9% | +2.3% |
| 3M | +9.5% | -23.2% | +32.7% | +16.1% |
| 6M | +14.1% | -3.9% | +18.0% | +13.2% |
| YTD | +45.4% | -22.6% | +68.0% | +50.0% |
| 1Y | +42.9% | -5.3% | +48.2% | +39.5% |
| 3Y | +84.8% | +18.6% | +66.3% | +63.0% |
| 5Y | +101.8% | -34.4% | +136.2% | +103.1% |
| 10Y | +788.0% | -40.8% | +828.8% | +750.3% |
| All | +14,179.2% | +770.6% | +13,408.6% | +5,185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling