+64.3%
DGX vs ALK
-28.9%
+93.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.2% | -18.5% | +17.3% | +0.1% |
| 3M | +19.9% | -3.6% | +23.5% | +19.9% |
| 6M | +19.2% | -3.7% | +22.9% | +18.9% |
| YTD | +37.5% | -19.0% | +56.5% | +38.3% |
| 1Y | +31.3% | -36.0% | +67.3% | +34.2% |
| 3Y | +96.6% | +2.3% | +94.3% | +89.2% |
| 5Y | +64.3% | -27.8% | +92.0% | +57.1% |
| All | +64.3% | -28.9% | +93.1% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling