-17.1%
SLB vs ALK
-41.7%
+24.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.3% |
| 7D | -7.1% | +9.0% | -16.2% | -10.4% |
| 30D | +4.1% | -1.6% | +5.7% | +3.9% |
| 3M | -2.6% | -23.2% | +20.5% | +5.8% |
| 6M | -8.6% | -3.9% | -4.7% | -10.7% |
| YTD | +32.2% | -22.6% | +54.8% | +37.4% |
| 1Y | +40.7% | -5.3% | +46.0% | +34.0% |
| 3Y | -4.5% | +18.6% | -23.1% | -24.9% |
| 5Y | +66.4% | -34.4% | +100.8% | +63.5% |
| All | -17.1% | -41.7% | +24.6% | -26.2% |
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 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