+24.9%
DOV vs ALK
-34.8%
+59.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.9% | +9.0% | -10.9% | -4.5% |
| 30D | +8.3% | -1.6% | +9.9% | +8.4% |
| 3M | -3.1% | -23.2% | +20.1% | +4.1% |
| 6M | -9.8% | -3.9% | -5.9% | -10.6% |
| YTD | +5.2% | -22.6% | +27.8% | +9.9% |
| 1Y | +15.3% | -5.3% | +20.7% | +12.4% |
| 3Y | +58.8% | +18.6% | +40.2% | +33.3% |
| All | +24.9% | -34.8% | +59.6% | +27.4% |
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 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