-6.5%
DHR vs ALK
+4.2%
-10.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | +4.0% | -19.2% | +23.2% | +8.1% |
| 3M | +11.5% | -1.5% | +13.0% | +11.1% |
| 6M | +1.9% | -13.1% | +14.9% | +3.1% |
| YTD | -8.9% | -16.4% | +7.5% | -7.7% |
| 1Y | +5.1% | -33.1% | +38.2% | +11.3% |
| All | -6.5% | +4.2% | -10.7% | -17.6% |
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