+420.0%
VLO vs ALK
-34.8%
+454.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -13.3% | +9.0% | -22.4% | -14.2% |
| 30D | -18.3% | -1.6% | -16.7% | -18.3% |
| 3M | +14.3% | -23.2% | +37.5% | +17.6% |
| 6M | +47.6% | -3.9% | +51.5% | +45.7% |
| YTD | +116.0% | -22.6% | +138.6% | +119.6% |
| 1Y | +101.0% | -5.3% | +106.3% | +94.0% |
| 3Y | +199.0% | +18.6% | +180.4% | +161.2% |
| All | +420.0% | -34.8% | +454.7% | +425.8% |
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