+346.9%
DELL vs ALK
-36.6%
+383.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +8.7% | -3.0% | +11.7% | +9.3% |
| 30D | +16.9% | -14.6% | +31.5% | +19.9% |
| 3M | +40.4% | -10.6% | +51.0% | +42.4% |
| 6M | +267.1% | -6.7% | +273.8% | +262.5% |
| YTD | +329.1% | -19.8% | +348.9% | +324.4% |
| 1Y | +346.9% | -35.2% | +382.1% | +301.9% |
| All | +346.9% | -36.6% | +383.5% | +301.9% |
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 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