+790.3%
VLO vs ALK
-45.9%
+836.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +9.6% | -1.2% | +10.8% | +9.9% |
| 30D | -17.4% | +7.7% | -25.1% | -20.2% |
| 3M | +10.8% | -19.0% | +29.8% | +16.9% |
| 6M | +56.9% | -0.2% | +57.2% | +49.4% |
| YTD | +136.8% | -23.5% | +160.3% | +140.0% |
| 1Y | +120.7% | -9.1% | +129.8% | +106.9% |
| 3Y | +231.9% | +12.0% | +219.9% | +156.1% |
| 5Y | +479.0% | -30.9% | +509.9% | +431.7% |
| All | +790.3% | -45.9% | +836.2% | +634.7% |
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