+4.1%
DT vs ALK
-34.8%
+38.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -1.6% | -2.1% | +0.5% | -1.6% |
| 30D | +3.0% | -13.1% | +16.2% | +3.1% |
| 3M | +26.5% | -11.8% | +38.3% | +26.6% |
| 6M | +35.9% | -0.4% | +36.3% | +36.7% |
| YTD | +17.8% | -18.2% | +36.0% | +19.3% |
| 1Y | +4.1% | -35.5% | +39.6% | +8.1% |
| All | +4.1% | -34.8% | +38.9% | +8.1% |
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