+449.8%
VLO vs ALK
-28.7%
+478.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | -0.4% | +2.6% | -3.0% | -0.7% |
| 30D | -16.6% | +7.8% | -24.4% | -17.4% |
| 3M | +12.3% | -15.2% | +27.5% | +14.3% |
| 6M | +47.8% | +5.0% | +42.8% | +44.3% |
| YTD | +126.7% | -18.4% | +145.2% | +129.3% |
| 1Y | +105.4% | -2.4% | +107.8% | +98.3% |
| 3Y | +222.0% | +19.8% | +202.2% | +183.2% |
| 5Y | +449.8% | -27.8% | +477.6% | +438.2% |
| All | +449.8% | -28.7% | +478.5% | +438.2% |
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