+242.4%
DGX vs ALK
-37.3%
+279.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -3.5% | -3.1% | -0.3% | -3.1% |
| 30D | -2.7% | -17.1% | +14.5% | -0.6% |
| 3M | +13.9% | -3.8% | +17.7% | +14.0% |
| 6M | +16.0% | -5.3% | +21.3% | +15.7% |
| YTD | +34.9% | -20.3% | +55.2% | +36.8% |
| 1Y | +30.6% | -36.0% | +66.5% | +35.7% |
| 3Y | +93.0% | +0.8% | +92.2% | +83.1% |
| 5Y | +64.4% | -28.5% | +92.9% | +61.0% |
| All | +242.4% | -37.3% | +279.7% | +204.0% |
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