+115.6%
EOG vs ALK
-31.3%
+146.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +7.6% | -1.2% | +8.8% | +7.6% |
| 30D | +3.4% | +7.7% | -4.3% | +2.9% |
| 3M | +12.7% | -19.0% | +31.7% | +14.0% |
| 6M | +19.0% | -0.2% | +19.2% | +17.1% |
| YTD | +55.6% | -23.5% | +79.1% | +57.1% |
| 1Y | +49.5% | -9.1% | +58.7% | +46.2% |
| 3Y | +43.2% | +12.0% | +31.1% | +29.9% |
| All | +115.6% | -31.3% | +146.9% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling