-6.9%
DT vs ALK
-5.3%
-1.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -7.5% | +12.9% | -20.5% | -7.4% |
| 30D | -31.5% | +5.5% | -37.1% | -31.4% |
| 3M | -14.0% | -12.1% | -1.9% | -14.2% |
| 6M | +6.9% | +1.7% | +5.1% | +7.6% |
| YTD | +0.3% | -17.4% | +17.8% | +0.9% |
| 1Y | -6.9% | -1.9% | -5.0% | -9.3% |
| All | -6.9% | -5.3% | -1.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling