+17.3%
OXY vs ALK
-45.9%
+63.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +4.2% | -1.2% | +5.4% | +4.4% |
| 30D | -4.3% | +7.7% | -12.0% | -7.5% |
| 3M | +2.3% | -19.0% | +21.3% | +7.6% |
| 6M | +5.5% | -0.2% | +5.7% | +0.1% |
| YTD | +44.9% | -23.5% | +68.4% | +45.4% |
| 1Y | +42.6% | -9.1% | +51.7% | +32.6% |
| 3Y | +0.7% | +12.0% | -11.3% | -23.4% |
| 5Y | +96.9% | -30.9% | +127.7% | +76.5% |
| All | +17.3% | -45.9% | +63.2% | +0.1% |
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 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