+36.3%
DIS vs ALK
-39.7%
+76.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.4% | +12.9% | -8.5% | +0.2% |
| 30D | +10.3% | +5.5% | +4.8% | +7.9% |
| 3M | +15.5% | -12.1% | +27.6% | +19.6% |
| 6M | +11.2% | +1.7% | +9.5% | +7.9% |
| YTD | +5.6% | -17.4% | +23.0% | +7.9% |
| 1Y | +7.7% | -1.9% | +9.7% | +3.1% |
| 3Y | +39.3% | +21.2% | +18.0% | +15.8% |
| 5Y | -29.5% | -27.8% | -1.7% | -30.4% |
| 10Y | +36.3% | -41.0% | +77.3% | +22.1% |
| All | +36.3% | -39.7% | +76.0% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling