+3,595.7%
DLR vs ALK
+601.7%
+2,994.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +0.5% | -1.5% | +2.0% | +0.1% |
| 6M | +4.6% | -13.1% | +17.6% | +6.4% |
| YTD | +23.4% | -16.4% | +39.8% | +26.1% |
| 1Y | +19.0% | -33.1% | +52.1% | +27.7% |
| 3Y | +56.5% | +0.6% | +55.9% | +44.7% |
| 5Y | +33.3% | -26.4% | +59.7% | +30.1% |
| 10Y | +165.1% | -34.2% | +199.3% | +131.5% |
| All | +3,595.7% | +601.7% | +2,994.0% | +1,043.4% |
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