-41.1%
DIS vs ALK
-25.3%
-15.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +3.5% | -19.2% | +22.7% | +10.4% |
| 3M | +6.8% | -1.5% | +8.3% | +5.8% |
| 6M | +3.0% | -13.1% | +16.0% | +5.0% |
| YTD | -6.7% | -16.4% | +9.7% | -4.5% |
| 1Y | -10.1% | -33.1% | +23.0% | -0.8% |
| 3Y | +33.0% | +0.6% | +32.4% | +17.3% |
| All | -41.1% | -25.3% | -15.8% | -42.0% |
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 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