+160.7%
DLR vs ALK
-35.2%
+195.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.6% | -0.7% | +2.2% | +1.7% |
| 30D | -3.4% | -19.2% | +15.9% | -0.1% |
| 3M | +0.5% | -1.5% | +2.0% | +0.3% |
| 6M | +4.6% | -13.1% | +17.6% | +5.8% |
| YTD | +23.4% | -16.4% | +39.8% | +25.2% |
| 1Y | +19.0% | -33.1% | +52.1% | +24.5% |
| 3Y | +56.5% | +0.6% | +55.9% | +49.8% |
| 5Y | +33.3% | -26.4% | +59.7% | +31.4% |
| All | +160.7% | -35.2% | +195.9% | +129.3% |
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