+27.6%
DOC vs ALK
+5.1%
+22.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.8% | -5.6% | +1.2% |
| 7D | +8.7% | +12.4% | -3.7% | +5.9% |
| 30D | +7.6% | +2.1% | +5.6% | +6.6% |
| 3M | -5.3% | -23.9% | +18.6% | -0.7% |
| 6M | +27.6% | +8.2% | +19.4% | +18.0% |
| All | +27.6% | +5.1% | +22.5% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling