-6.3%
ORLY vs ALK
-10.2%
+4.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | +2.6% | -1.2% | +3.7% | +2.6% |
| 30D | +6.3% | +7.7% | -1.4% | +5.8% |
| 3M | -0.4% | -19.0% | +18.6% | -0.1% |
| 6M | +2.8% | -0.2% | +3.0% | +2.5% |
| YTD | +1.1% | -23.5% | +24.6% | -2.3% |
| 1Y | -6.3% | -9.1% | +2.9% | -9.1% |
| All | -6.3% | -10.2% | +4.0% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling