-99.7%
DFNS vs ALK
-10.2%
-89.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.4% |
| 7D | -6.0% | -1.2% | -4.8% | -5.0% |
| 30D | -71.2% | +7.7% | -78.9% | -73.1% |
| 3M | -94.5% | -19.0% | -75.5% | -93.6% |
| 6M | -96.5% | -0.2% | -96.3% | -96.3% |
| YTD | -99.6% | -23.5% | -76.1% | -99.6% |
| 1Y | -99.7% | -9.1% | -90.6% | -99.7% |
| All | -99.7% | -10.2% | -89.5% | -99.7% |
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