+14,519.2%
DE vs ALK
+828.7%
+13,690.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.3% | +12.9% | -9.7% | +0.1% |
| 30D | +10.7% | +5.5% | +5.2% | +8.8% |
| 3M | +13.1% | -12.1% | +25.2% | +16.0% |
| 6M | +20.2% | +1.7% | +18.5% | +17.6% |
| YTD | +48.9% | -17.4% | +66.3% | +51.1% |
| 1Y | +46.6% | -1.9% | +48.5% | +42.0% |
| 3Y | +91.4% | +21.2% | +70.1% | +67.9% |
| 5Y | +108.1% | -27.8% | +135.9% | +104.5% |
| 10Y | +782.7% | -41.0% | +823.7% | +745.0% |
| All | +14,519.2% | +828.7% | +13,690.5% | +5,224.2% |
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 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