+359.4%
ORLY vs ALK
-37.3%
+396.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -2.1% | -3.1% | +1.0% | -1.7% |
| 30D | -7.6% | -17.1% | +9.5% | -5.0% |
| 3M | -5.5% | -3.8% | -1.7% | -5.4% |
| 6M | -9.7% | -5.3% | -4.4% | -10.1% |
| YTD | -6.2% | -20.3% | +14.0% | -4.7% |
| 1Y | -18.6% | -36.0% | +17.3% | -14.5% |
| 3Y | +33.8% | +0.8% | +33.1% | +24.2% |
| 5Y | +116.5% | -28.5% | +145.0% | +110.3% |
| All | +359.4% | -37.3% | +396.7% | +308.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling