+10.5%
DOV vs ALK
-35.5%
+46.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -7.5% | -18.5% | +10.9% | -3.6% |
| 3M | -9.7% | -3.6% | -6.1% | -9.6% |
| 6M | -6.1% | -3.7% | -2.4% | -7.0% |
| YTD | +0.5% | -19.0% | +19.5% | +2.3% |
| 1Y | +10.5% | -36.0% | +46.6% | +14.5% |
| All | +10.5% | -35.5% | +46.0% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling