+119.3%
DG vs ALK
-37.5%
+156.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +1.3% |
| 7D | +0.7% | +8.9% | -8.2% | -0.3% |
| 30D | +7.4% | +5.9% | +1.5% | +6.6% |
| 3M | +8.5% | -16.5% | +25.0% | +10.5% |
| 6M | +21.9% | +2.1% | +19.8% | +21.0% |
| YTD | +4.9% | -17.1% | +22.0% | +5.8% |
| 1Y | +40.4% | -2.9% | +43.3% | +39.3% |
| 3Y | +23.5% | +24.5% | -1.0% | +15.9% |
| 5Y | -32.3% | -29.1% | -3.2% | -33.2% |
| 10Y | +119.3% | -39.1% | +158.4% | +100.4% |
| All | +119.3% | -37.5% | +156.8% | +100.4% |
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