-23.6%
DOC vs ALK
-25.3%
+1.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.1% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -4.8% | -19.2% | +14.5% | -1.0% |
| 3M | +6.9% | -1.5% | +8.4% | +6.4% |
| 6M | +20.7% | -13.1% | +33.8% | +22.2% |
| YTD | +34.1% | -16.4% | +50.6% | +36.0% |
| 1Y | +22.6% | -33.1% | +55.7% | +29.4% |
| 3Y | +20.8% | +0.6% | +20.2% | +10.2% |
| All | -23.6% | -25.3% | +1.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling