+8.5%
DT vs ALK
+2.1%
+6.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.8% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | +2.0% | -19.2% | +21.3% | +4.8% |
| 3M | +20.0% | -1.5% | +21.5% | +19.7% |
| 6M | +39.3% | -13.1% | +52.3% | +40.9% |
| YTD | +19.8% | -16.4% | +36.2% | +21.3% |
| 1Y | +4.3% | -33.1% | +37.3% | +10.1% |
| All | +8.5% | +2.1% | +6.4% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling