+44.3%
DOC vs ALK
+19.1%
+25.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.8% | -5.6% | +1.8% |
| 7D | +8.7% | +12.4% | -3.7% | +6.8% |
| 30D | +7.6% | +2.1% | +5.6% | +7.1% |
| 3M | -5.3% | -23.9% | +18.6% | -1.9% |
| 6M | +27.6% | +8.2% | +19.4% | +25.0% |
| YTD | +32.4% | -20.5% | +52.9% | +34.1% |
| 1Y | +22.9% | -1.0% | +23.9% | +20.4% |
| All | +44.3% | +19.1% | +25.2% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling