+743.6%
VLO vs ALK
-37.5%
+781.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +0.7% |
| 7D | -6.5% | +8.9% | -15.4% | -9.4% |
| 30D | -17.8% | +5.9% | -23.7% | -20.1% |
| 3M | +19.6% | -16.5% | +36.1% | +25.1% |
| 6M | +49.3% | +2.1% | +47.2% | +41.4% |
| YTD | +122.4% | -17.1% | +139.5% | +119.9% |
| 1Y | +107.4% | -2.9% | +110.3% | +90.7% |
| 3Y | +223.1% | +24.5% | +198.6% | +140.3% |
| 5Y | +432.2% | -29.1% | +461.3% | +391.1% |
| 10Y | +743.6% | -39.1% | +782.8% | +582.1% |
| All | +743.6% | -37.5% | +781.1% | +582.1% |
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