-14.2%
SLB vs ALK
-41.4%
+27.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.6% |
| 7D | -1.2% | +2.6% | -3.7% | -2.2% |
| 30D | +4.5% | +7.8% | -3.3% | +0.8% |
| 3M | -4.6% | -15.2% | +10.7% | +0.1% |
| 6M | -6.3% | +5.0% | -11.3% | -11.5% |
| YTD | +35.0% | -18.4% | +53.4% | +37.5% |
| 1Y | +38.8% | -2.4% | +41.2% | +30.9% |
| 3Y | +3.3% | +19.8% | -16.5% | -18.8% |
| 5Y | +73.6% | -27.8% | +101.4% | +63.6% |
| 10Y | -14.2% | -42.0% | +27.7% | -26.9% |
| All | -14.2% | -41.4% | +27.2% | -26.9% |
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 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