+319.1%
DELL vs ALK
-33.1%
+352.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +14.9% | -0.7% | +15.5% | +15.0% |
| 30D | +13.3% | -19.2% | +32.5% | +17.2% |
| 3M | +24.4% | -1.5% | +25.9% | +24.2% |
| 6M | +258.0% | -13.1% | +271.1% | +255.5% |
| YTD | +320.2% | -16.4% | +336.6% | +312.5% |
| 1Y | +319.1% | -33.1% | +352.1% | +268.3% |
| All | +319.1% | -33.1% | +352.1% | +268.3% |
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