+118.0%
ORLY vs ALK
-28.1%
+146.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | -1.0% | -3.0% | +1.9% | -0.8% |
| 30D | -6.7% | -14.6% | +7.9% | -5.6% |
| 3M | -3.8% | -10.6% | +6.8% | -3.2% |
| 6M | -9.0% | -6.7% | -2.3% | -9.1% |
| YTD | -5.6% | -19.8% | +14.1% | -5.0% |
| 1Y | -19.5% | -35.2% | +15.7% | -17.6% |
| 3Y | +34.7% | +1.4% | +33.3% | +28.6% |
| 5Y | +118.0% | -30.7% | +148.7% | +111.6% |
| All | +118.0% | -28.1% | +146.1% | +111.6% |
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