+286.6%
DGX vs ALK
-41.4%
+328.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +1.2% | +2.6% | -1.4% | +0.8% |
| 30D | +11.2% | +7.8% | +3.4% | +10.1% |
| 3M | +9.3% | -15.2% | +24.6% | +11.1% |
| 6M | +37.4% | +5.0% | +32.3% | +35.5% |
| YTD | +51.6% | -18.4% | +70.0% | +52.9% |
| 1Y | +39.3% | -2.4% | +41.7% | +37.1% |
| 3Y | +106.1% | +19.8% | +86.4% | +90.6% |
| 5Y | +92.2% | -27.8% | +120.0% | +88.2% |
| 10Y | +286.6% | -42.0% | +328.5% | +254.9% |
| All | +286.6% | -41.4% | +328.0% | +254.9% |
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