+24.8%
DG vs ALK
+20.7%
+4.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -3.0% | +2.6% | -5.5% | -3.3% |
| 30D | +8.6% | +7.8% | +0.8% | +7.4% |
| 3M | +15.0% | -15.2% | +30.3% | +16.7% |
| 6M | +32.7% | +5.0% | +27.6% | +31.2% |
| YTD | +5.5% | -18.4% | +23.9% | +5.8% |
| 1Y | +34.6% | -2.4% | +37.0% | +33.6% |
| All | +24.8% | +20.7% | +4.1% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling