+2,729.0%
DUK vs ALK
+817.3%
+1,911.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -0.6% | +2.6% | -3.2% | -0.9% |
| 30D | +9.4% | +7.8% | +1.6% | +8.4% |
| 3M | +5.4% | -15.2% | +20.7% | +7.0% |
| 6M | +4.9% | +5.0% | -0.1% | +3.6% |
| YTD | +12.7% | -18.4% | +31.2% | +13.5% |
| 1Y | +7.8% | -2.4% | +10.2% | +6.3% |
| 3Y | +63.3% | +19.8% | +43.6% | +53.4% |
| 5Y | +54.2% | -27.8% | +82.0% | +51.2% |
| 10Y | +156.8% | -42.0% | +198.8% | +144.5% |
| All | +2,729.0% | +817.3% | +1,911.7% | +1,629.5% |
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 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