+1,081.8%
DIA vs ALK
+285.4%
+796.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.9% | +9.0% | -10.0% | -2.9% |
| 30D | +0.3% | -1.6% | +1.9% | +0.4% |
| 3M | -4.5% | -23.2% | +18.7% | +0.5% |
| 6M | +3.4% | -3.9% | +7.2% | +2.9% |
| YTD | +7.8% | -22.6% | +30.4% | +11.2% |
| 1Y | +10.7% | -5.3% | +16.1% | +9.1% |
| 3Y | +57.5% | +18.6% | +39.0% | +42.2% |
| 5Y | +53.7% | -34.4% | +88.1% | +54.8% |
| 10Y | +247.2% | -40.8% | +288.0% | +229.7% |
| All | +1,081.8% | +285.4% | +796.3% | +464.9% |
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