+1,332.5%
OXY vs ALK
+839.9%
+492.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.2% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +11.6% | -19.2% | +30.8% | +15.6% |
| 3M | +2.8% | -1.5% | +4.3% | +1.7% |
| 6M | +13.0% | -13.1% | +26.1% | +12.5% |
| YTD | +47.4% | -16.4% | +63.8% | +46.9% |
| 1Y | +31.5% | -33.1% | +64.5% | +36.1% |
| 3Y | -1.9% | +0.6% | -2.6% | -9.2% |
| 5Y | +148.0% | -26.4% | +174.3% | +139.4% |
| 10Y | +2.3% | -34.2% | +36.4% | -2.1% |
| All | +1,332.5% | +839.9% | +492.6% | +679.9% |
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