-13.9%
DT vs ALK
+20.7%
-34.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.9% |
| 7D | -5.4% | +2.6% | -8.0% | -5.7% |
| 30D | -32.2% | +7.8% | -40.0% | -32.8% |
| 3M | -10.9% | -15.2% | +4.3% | -9.3% |
| 6M | +10.0% | +5.0% | +4.9% | +8.4% |
| YTD | +2.1% | -18.4% | +20.5% | +3.5% |
| 1Y | -5.5% | -2.4% | -3.1% | -7.7% |
| All | -13.9% | +20.7% | -34.6% | -16.9% |
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