+5.3%
OXY vs ALK
-39.2%
+44.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +0.6% | -3.0% | +3.6% | +1.6% |
| 30D | +4.5% | -14.6% | +19.1% | +9.5% |
| 3M | +8.9% | -10.6% | +19.5% | +10.1% |
| 6M | +12.5% | -6.7% | +19.2% | +8.1% |
| YTD | +50.5% | -19.8% | +70.2% | +50.8% |
| 1Y | +38.6% | -35.2% | +73.8% | +49.7% |
| 3Y | -1.2% | +1.4% | -2.6% | -19.9% |
| 5Y | +161.6% | -30.7% | +192.3% | +139.4% |
| 10Y | +5.3% | -37.4% | +42.7% | -21.7% |
| All | +5.3% | -39.2% | +44.5% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling