+110.4%
EOG vs ALK
-38.6%
+148.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +7.9% | -18.5% | +26.3% | +13.1% |
| 3M | +4.5% | -3.6% | +8.0% | +3.2% |
| 6M | +12.3% | -3.7% | +16.0% | +8.5% |
| YTD | +41.9% | -19.0% | +60.9% | +42.6% |
| 1Y | +27.8% | -36.0% | +63.9% | +37.5% |
| 3Y | +21.8% | +2.3% | +19.5% | +4.0% |
| 5Y | +174.0% | -27.8% | +201.8% | +155.1% |
| 10Y | +110.4% | -39.0% | +149.3% | +73.6% |
| All | +110.4% | -38.6% | +148.9% | +73.6% |
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