+110.9%
DT vs ALK
-34.8%
+145.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.4% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +2.7% | -18.5% | +21.2% | +7.2% |
| 3M | +20.0% | -3.6% | +23.5% | +19.8% |
| 6M | +28.0% | -3.7% | +31.7% | +26.3% |
| YTD | +16.0% | -19.0% | +35.0% | +18.2% |
| 1Y | +0.7% | -36.0% | +36.8% | +8.5% |
| 3Y | +6.2% | +2.3% | +3.9% | -3.4% |
| 5Y | -28.1% | -27.8% | -0.4% | -29.5% |
| All | +110.9% | -34.8% | +145.7% | +103.6% |
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