+44.7%
DG vs ALK
-1.1%
+45.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +8.8% | -0.2% | +6.3% |
| 7D | +12.3% | +12.4% | -0.2% | +9.2% |
| 30D | +19.3% | +2.1% | +17.2% | +18.3% |
| 3M | +11.9% | -23.9% | +35.7% | +18.2% |
| 6M | +25.0% | +8.2% | +16.7% | +20.5% |
| YTD | +8.7% | -20.5% | +29.2% | +9.8% |
| 1Y | +44.7% | -1.0% | +45.7% | +33.1% |
| All | +44.7% | -1.1% | +45.8% | +33.1% |
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