+336.7%
COP vs ALK
-45.9%
+382.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.0% |
| 7D | +4.4% | -1.2% | +5.6% | +4.5% |
| 30D | 0.0% | +7.7% | -7.7% | -2.7% |
| 3M | +15.0% | -19.0% | +34.0% | +20.0% |
| 6M | +22.0% | -0.2% | +22.2% | +17.0% |
| YTD | +55.3% | -23.5% | +78.8% | +57.1% |
| 1Y | +64.1% | -9.1% | +73.2% | +56.1% |
| 3Y | +34.1% | +12.0% | +22.0% | +8.8% |
| 5Y | +133.4% | -30.9% | +164.2% | +117.6% |
| All | +336.7% | -45.9% | +382.6% | +282.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling