+31.2%
DGX vs ALK
-36.6%
+67.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -2.2% | -3.0% | +0.7% | -2.1% |
| 30D | -0.9% | -14.6% | +13.7% | -0.2% |
| 3M | +15.6% | -10.6% | +26.2% | +16.1% |
| 6M | +17.8% | -6.7% | +24.5% | +17.5% |
| YTD | +37.5% | -19.8% | +57.2% | +36.5% |
| 1Y | +31.2% | -35.2% | +66.4% | +39.1% |
| All | +31.2% | -36.6% | +67.7% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling