-100.0%
DFNS vs ALK
+8.4%
-108.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.6% | -12.8% | -12.3% |
| 7D | -44.0% | +9.0% | -53.1% | -45.2% |
| 30D | -69.1% | -1.6% | -67.5% | -69.1% |
| 3M | -95.6% | -23.2% | -72.5% | -95.4% |
| 6M | -96.2% | -3.9% | -92.3% | -96.1% |
| YTD | -99.6% | -22.6% | -77.0% | -99.6% |
| 1Y | -99.7% | -5.3% | -94.4% | -99.7% |
| 3Y | -100.0% | +18.6% | -118.6% | -100.0% |
| 5Y | -100.0% | -34.4% | -65.6% | -100.0% |
| All | -100.0% | +8.4% | -108.4% | -100.0% |
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