+298.3%
COP vs ALK
-37.5%
+335.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -3.1% |
| 7D | -8.4% | +8.9% | -17.3% | -10.7% |
| 30D | +0.3% | +5.9% | -5.7% | -1.9% |
| 3M | +15.1% | -16.5% | +31.6% | +19.2% |
| 6M | +19.8% | +2.1% | +17.7% | +14.5% |
| YTD | +46.8% | -17.1% | +63.9% | +45.6% |
| 1Y | +59.7% | -2.9% | +62.6% | +49.6% |
| 3Y | +28.7% | +24.5% | +4.2% | +1.5% |
| 5Y | +110.7% | -29.1% | +139.8% | +97.5% |
| 10Y | +298.3% | -39.1% | +337.4% | +258.3% |
| All | +298.3% | -37.5% | +335.8% | +258.3% |
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 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