+112.7%
DG vs ALK
-35.2%
+147.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.3% |
| 7D | +8.4% | -0.7% | +9.1% | +8.5% |
| 30D | +4.9% | -19.2% | +24.2% | +7.4% |
| 3M | +29.3% | -1.5% | +30.9% | +29.1% |
| 6M | -11.3% | -13.1% | +1.8% | -10.5% |
| YTD | +1.8% | -16.4% | +18.2% | +2.7% |
| 1Y | +25.3% | -33.1% | +58.4% | +29.0% |
| 3Y | +9.1% | +0.6% | +8.5% | +5.0% |
| 5Y | -34.9% | -26.4% | -8.5% | -36.0% |
| All | +112.7% | -35.2% | +147.9% | +105.1% |
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 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