-43.0%
DT vs ALK
-34.8%
-8.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -24.7% | +9.0% | -33.7% | -26.2% |
| 30D | -27.4% | -1.6% | -25.7% | -27.2% |
| 3M | -11.1% | -23.2% | +12.1% | -6.0% |
| 6M | +13.7% | -3.9% | +17.6% | +12.5% |
| YTD | +0.2% | -22.6% | +22.8% | +3.2% |
| 1Y | -5.7% | -5.3% | -0.4% | -9.4% |
| 3Y | -8.1% | +18.6% | -26.7% | -27.6% |
| All | -43.0% | -34.8% | -8.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling