+83.2%
DT vs ALK
-38.1%
+121.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.3% | -5.9% |
| 7D | -28.3% | +7.1% | -35.4% | -29.4% |
| 30D | -28.4% | -3.0% | -25.4% | -28.1% |
| 3M | -14.1% | -25.6% | +11.6% | -8.8% |
| 6M | +13.2% | +0.5% | +12.7% | +10.9% |
| YTD | +0.8% | -23.1% | +23.9% | +3.5% |
| 1Y | -7.8% | -7.5% | -0.2% | -10.0% |
| 3Y | -8.3% | +15.3% | -23.6% | -19.9% |
| 5Y | -42.7% | -34.8% | -7.9% | -42.7% |
| All | +83.2% | -38.1% | +121.3% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling