+97.1%
DGX vs ALK
+1.1%
+96.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.1% |
| 3M | +15.6% | -10.6% | +26.2% | +16.1% |
| 6M | +17.8% | -6.7% | +24.5% | +17.7% |
| YTD | +37.5% | -19.8% | +57.2% | +38.0% |
| 1Y | +31.2% | -35.2% | +66.4% | +33.2% |
| All | +97.1% | +1.1% | +96.0% | +82.0% |
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 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