+4,177.7%
DELL vs ALK
-39.2%
+4,217.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +8.7% | -3.0% | +11.7% | +9.7% |
| 30D | +16.9% | -14.6% | +31.5% | +22.4% |
| 3M | +40.4% | -10.6% | +51.0% | +44.1% |
| 6M | +267.1% | -6.7% | +273.8% | +266.7% |
| YTD | +329.1% | -19.8% | +348.9% | +344.3% |
| 1Y | +346.9% | -35.2% | +382.1% | +391.2% |
| 3Y | +696.6% | +1.4% | +695.3% | +629.0% |
| 5Y | +1,106.2% | -30.7% | +1,136.8% | +1,115.2% |
| 10Y | +4,177.7% | -37.4% | +4,215.1% | +3,858.9% |
| All | +4,177.7% | -39.2% | +4,217.0% | +3,858.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling