+160.6%
OXY vs ALK
-28.9%
+189.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +8.5% | -18.5% | +26.9% | +10.0% |
| 3M | +6.0% | -3.6% | +9.6% | +5.3% |
| 6M | +13.0% | -3.7% | +16.7% | +11.3% |
| YTD | +48.9% | -19.0% | +67.9% | +50.0% |
| 1Y | +36.4% | -36.0% | +72.4% | +43.4% |
| 3Y | -2.3% | +2.3% | -4.6% | -9.5% |
| 5Y | +160.6% | -27.8% | +188.4% | +148.8% |
| All | +160.6% | -28.9% | +189.5% | +148.8% |
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