+7,085.5%
DRI vs ALK
+1,016.4%
+6,069.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.0% |
| 7D | +0.6% | -0.7% | +1.2% | +0.8% |
| 30D | +3.8% | -19.2% | +23.1% | +10.1% |
| 3M | +13.0% | -1.5% | +14.5% | +12.3% |
| 6M | +8.3% | -13.1% | +21.4% | +10.1% |
| YTD | +20.6% | -16.4% | +37.0% | +23.4% |
| 1Y | +6.5% | -33.1% | +39.5% | +15.4% |
| 3Y | +53.7% | +0.6% | +53.1% | +40.4% |
| 5Y | +72.7% | -26.4% | +99.1% | +70.3% |
| 10Y | +363.2% | -34.2% | +397.3% | +346.2% |
| All | +7,085.5% | +1,016.4% | +6,069.1% | +3,027.3% |
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