+1,263.8%
OXY vs ALK
+828.7%
+435.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -5.8% | +12.9% | -18.8% | -8.0% |
| 30D | -5.3% | +5.5% | -10.9% | -6.7% |
| 3M | -2.5% | -12.1% | +9.6% | -1.1% |
| 6M | +8.3% | +1.7% | +6.6% | +5.3% |
| YTD | +40.3% | -17.4% | +57.7% | +39.2% |
| 1Y | +38.8% | -1.9% | +40.8% | +32.8% |
| 3Y | -1.4% | +21.2% | -22.7% | -12.4% |
| 5Y | +92.2% | -27.8% | +120.0% | +85.1% |
| 10Y | +13.7% | -41.0% | +54.7% | +9.8% |
| All | +1,263.8% | +828.7% | +435.1% | +639.1% |
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 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