+14,609.3%
DE vs ALK
+839.9%
+13,769.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.5% |
| 7D | +10.0% | -0.7% | +10.7% | +10.2% |
| 30D | +13.3% | -19.2% | +32.6% | +19.2% |
| 3M | +17.5% | -1.5% | +19.0% | +17.0% |
| 6M | +13.6% | -13.1% | +26.6% | +15.4% |
| YTD | +49.8% | -16.4% | +66.2% | +52.4% |
| 1Y | +47.9% | -33.1% | +80.9% | +58.0% |
| 3Y | +72.5% | +0.6% | +71.9% | +59.5% |
| 5Y | +90.2% | -26.4% | +116.6% | +86.6% |
| 10Y | +865.4% | -34.2% | +899.5% | +804.1% |
| All | +14,609.3% | +839.9% | +13,769.4% | +5,269.6% |
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