+5,914.2%
DOV vs ALK
+839.9%
+5,074.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -8.1% | -19.2% | +11.1% | -3.0% |
| 3M | -9.4% | -1.5% | -7.9% | -9.8% |
| 6M | -12.6% | -13.1% | +0.4% | -10.9% |
| YTD | -0.5% | -16.4% | +15.9% | +1.9% |
| 1Y | +9.2% | -33.1% | +42.3% | +17.9% |
| 3Y | +34.1% | +0.6% | +33.5% | +25.7% |
| 5Y | +17.3% | -26.4% | +43.6% | +17.0% |
| 10Y | +284.9% | -34.2% | +319.1% | +264.7% |
| All | +5,914.2% | +839.9% | +5,074.4% | +2,213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling