+54,688.5%
ORLY vs ALK
+1,000.0%
+53,688.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -5.9% | -19.2% | +13.3% | -2.2% |
| 3M | -0.6% | -1.5% | +0.9% | -1.0% |
| 6M | -6.8% | -13.1% | +6.3% | -5.8% |
| YTD | -3.6% | -16.4% | +12.8% | -2.5% |
| 1Y | -16.3% | -33.1% | +16.7% | -12.1% |
| 3Y | +39.1% | +0.6% | +38.5% | +29.2% |
| 5Y | +125.4% | -26.4% | +151.8% | +117.4% |
| 10Y | +366.5% | -34.2% | +400.7% | +324.6% |
| All | +54,688.5% | +1,000.0% | +53,688.5% | +23,829.7% |
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