+119.9%
DG vs ALK
-41.7%
+161.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +1.1% | +9.0% | -7.9% | +0.1% |
| 30D | +9.5% | -1.6% | +11.1% | +9.6% |
| 3M | +5.5% | -23.2% | +28.6% | +8.5% |
| 6M | +16.1% | -3.9% | +20.0% | +16.1% |
| YTD | +2.7% | -22.6% | +25.3% | +4.4% |
| 1Y | +42.1% | -5.3% | +47.4% | +41.6% |
| 3Y | +19.3% | +18.6% | +0.7% | +12.6% |
| 5Y | -35.3% | -34.4% | -1.0% | -35.6% |
| All | +119.9% | -41.7% | +161.7% | +102.5% |
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