+65.4%
SLB vs ALK
-33.9%
+99.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.0% |
| 7D | -7.7% | +7.1% | -14.8% | -9.2% |
| 30D | -0.7% | -3.0% | +2.3% | -0.4% |
| 3M | 0.0% | -25.6% | +25.6% | +6.0% |
| 6M | -10.4% | +0.5% | -10.9% | -12.7% |
| YTD | +31.5% | -23.1% | +54.5% | +35.4% |
| 1Y | +39.1% | -7.5% | +46.7% | +36.2% |
| 3Y | -5.7% | +15.3% | -21.0% | -17.2% |
| 5Y | +65.4% | -34.8% | +100.2% | +67.8% |
| All | +65.4% | -33.9% | +99.3% | +67.8% |
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