+210.5%
VLO vs ALK
+23.9%
+186.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -9.5% | +12.9% | -22.5% | -9.9% |
| 30D | -19.1% | +5.5% | -24.7% | -19.2% |
| 3M | +11.4% | -12.1% | +23.5% | +12.3% |
| 6M | +46.7% | +1.7% | +45.0% | +45.3% |
| YTD | +118.6% | -17.4% | +136.0% | +122.5% |
| 1Y | +99.9% | -1.9% | +101.8% | +95.5% |
| 3Y | +210.5% | +21.2% | +189.2% | +198.3% |
| All | +210.5% | +23.9% | +186.6% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling