+34.4%
ORLY vs ALK
+1.7%
+32.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.1% |
| 7D | -2.3% | +0.1% | -2.5% | -2.3% |
| 30D | -8.2% | -18.5% | +10.3% | -7.4% |
| 3M | -3.5% | -3.6% | 0.0% | -3.5% |
| 6M | -9.2% | -3.7% | -5.5% | -9.4% |
| YTD | -5.8% | -19.0% | +13.2% | -5.8% |
| 1Y | -19.3% | -36.0% | +16.8% | -18.4% |
| 3Y | +34.4% | +2.3% | +32.1% | +28.9% |
| All | +34.4% | +1.7% | +32.8% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling