+7,608.4%
EOG vs ALK
+839.9%
+6,768.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | +1.3% | -0.7% | +1.9% | +1.4% |
| 30D | +8.2% | -19.2% | +27.4% | +11.4% |
| 3M | +3.8% | -1.5% | +5.3% | +2.9% |
| 6M | +15.3% | -13.1% | +28.4% | +15.1% |
| YTD | +41.7% | -16.4% | +58.1% | +41.7% |
| 1Y | +23.6% | -33.1% | +56.6% | +27.6% |
| 3Y | +23.3% | +0.6% | +22.7% | +15.7% |
| 5Y | +170.4% | -26.4% | +196.8% | +163.1% |
| 10Y | +125.5% | -34.2% | +159.7% | +114.9% |
| All | +7,608.4% | +839.9% | +6,768.5% | +5,229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling