+162.4%
DLR vs ALK
-41.7%
+204.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.6% | +9.0% | -12.6% | -5.0% |
| 30D | -3.5% | -1.6% | -1.8% | -3.4% |
| 3M | -8.9% | -23.2% | +14.3% | -5.4% |
| 6M | -11.6% | -3.9% | -7.7% | -11.7% |
| YTD | +14.9% | -22.6% | +37.5% | +17.7% |
| 1Y | +6.4% | -5.3% | +11.8% | +5.5% |
| 3Y | +47.3% | +18.6% | +28.7% | +37.3% |
| 5Y | +32.8% | -34.4% | +67.2% | +33.0% |
| All | +162.4% | -41.7% | +204.1% | +144.1% |
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