+2,655.3%
DELL vs ALK
-37.5%
+2,692.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.1% | -1.7% | +3.3% |
| 7D | -11.8% | +8.9% | -20.7% | -14.3% |
| 30D | -40.8% | +5.9% | -46.8% | -42.2% |
| 3M | -23.6% | -16.5% | -7.0% | -19.9% |
| 6M | +33.4% | +2.1% | +31.3% | +30.1% |
| YTD | +178.0% | -17.1% | +195.1% | +183.6% |
| 1Y | +138.6% | -2.9% | +141.4% | +131.4% |
| 3Y | +400.9% | +24.5% | +376.4% | +327.7% |
| 5Y | +580.7% | -29.1% | +609.8% | +579.0% |
| 10Y | +2,655.3% | -39.1% | +2,694.4% | +2,569.0% |
| All | +2,655.3% | -37.5% | +2,692.7% | +2,569.0% |
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