+76.7%
OXY vs ALK
-34.8%
+111.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -11.9% | +9.0% | -21.0% | -12.3% |
| 30D | -3.1% | -1.6% | -1.5% | -3.1% |
| 3M | +1.1% | -23.2% | +24.2% | +2.6% |
| 6M | +3.2% | -3.9% | +7.1% | +2.1% |
| YTD | +39.0% | -22.6% | +61.6% | +40.4% |
| 1Y | +42.7% | -5.3% | +48.0% | +38.2% |
| 3Y | -3.5% | +18.6% | -22.1% | -13.5% |
| All | +76.7% | -34.8% | +111.5% | +71.2% |
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