+2,541.1%
DUK vs ALK
+839.9%
+1,701.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | 0.0% | -0.7% | +0.6% | 0.0% |
| 30D | -1.7% | -19.2% | +17.6% | +0.5% |
| 3M | -0.4% | -1.5% | +1.1% | -0.7% |
| 6M | -7.2% | -13.1% | +5.8% | -6.8% |
| YTD | +5.3% | -16.4% | +21.7% | +5.9% |
| 1Y | +3.0% | -33.1% | +36.0% | +5.8% |
| 3Y | +53.1% | +0.6% | +52.4% | +46.8% |
| 5Y | +37.9% | -26.4% | +64.3% | +35.1% |
| 10Y | +124.8% | -34.2% | +159.0% | +111.6% |
| All | +2,541.1% | +839.9% | +1,701.3% | +1,513.7% |
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