+130.8%
SLB vs ALK
-25.3%
+156.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.2% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +15.8% | -19.2% | +35.1% | +21.3% |
| 3M | -0.3% | -1.5% | +1.2% | -1.3% |
| 6M | +21.3% | -13.1% | +34.4% | +22.8% |
| YTD | +52.3% | -16.4% | +68.7% | +54.8% |
| 1Y | +63.6% | -33.1% | +96.7% | +75.5% |
| 3Y | +3.8% | +0.6% | +3.1% | -4.5% |
| All | +130.8% | -25.3% | +156.0% | +125.0% |
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