+133.0%
EOG vs ALK
-45.1%
+178.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +2.4% |
| 7D | +7.4% | +0.9% | +6.5% | +7.1% |
| 30D | +2.3% | +3.3% | -1.0% | +0.7% |
| 3M | +9.5% | -17.6% | +27.0% | +13.5% |
| 6M | +17.7% | +0.8% | +16.8% | +12.9% |
| YTD | +52.9% | -22.4% | +75.3% | +53.9% |
| 1Y | +47.7% | -10.1% | +57.7% | +41.1% |
| 3Y | +41.1% | +14.0% | +27.1% | +14.5% |
| 5Y | +108.2% | -29.8% | +138.1% | +93.4% |
| All | +133.0% | -45.1% | +178.1% | +112.1% |
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