+87.8%
DT vs ALK
-38.5%
+126.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | -29.5% | +7.7% | -37.2% | -30.9% |
| 3M | -11.7% | -19.0% | +7.3% | -8.1% |
| 6M | +29.0% | -0.2% | +29.2% | +26.6% |
| YTD | +3.4% | -23.5% | +26.9% | +6.2% |
| 1Y | -4.2% | -9.1% | +4.9% | -6.2% |
| 3Y | -12.8% | +12.0% | -24.9% | -23.3% |
| 5Y | -39.6% | -30.9% | -8.7% | -40.3% |
| All | +87.8% | -38.5% | +126.3% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling