+9,498.1%
DGX vs ALK
+740.4%
+8,757.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.1% |
| 7D | -2.3% | -0.7% | -1.7% | -2.2% |
| 30D | +0.6% | -19.2% | +19.8% | +3.2% |
| 3M | +21.4% | -1.5% | +22.9% | +21.1% |
| 6M | +14.7% | -13.1% | +27.8% | +15.6% |
| YTD | +38.4% | -16.4% | +54.9% | +39.6% |
| 1Y | +34.0% | -33.1% | +67.0% | +38.5% |
| 3Y | +92.7% | +0.6% | +92.1% | +84.2% |
| 5Y | +67.7% | -26.4% | +94.1% | +64.2% |
| 10Y | +248.0% | -34.2% | +282.2% | +225.6% |
| All | +9,498.1% | +740.4% | +8,757.7% | +5,545.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling