+1,635.0%
DIS vs ALK
+765.2%
+869.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -0.6% |
| 7D | +5.7% | +7.1% | -1.4% | +3.7% |
| 30D | +12.7% | -3.0% | +15.7% | +13.2% |
| 3M | +15.2% | -25.6% | +40.8% | +23.7% |
| 6M | +17.6% | +0.5% | +17.1% | +15.5% |
| YTD | +3.8% | -23.1% | +26.9% | +7.8% |
| 1Y | +6.8% | -7.5% | +14.3% | +5.3% |
| 3Y | +42.1% | +15.3% | +26.8% | +27.2% |
| 5Y | -31.2% | -34.8% | +3.6% | -29.1% |
| 10Y | +37.6% | -41.2% | +78.8% | +34.2% |
| All | +1,635.0% | +765.2% | +869.8% | +537.2% |
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