+35,889.1%
VLO vs ALK
+839.9%
+35,049.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +22.6% | -19.2% | +41.8% | +28.3% |
| 3M | +43.8% | -1.5% | +45.3% | +42.2% |
| 6M | +65.7% | -13.1% | +78.8% | +65.1% |
| YTD | +131.1% | -16.4% | +147.5% | +131.2% |
| 1Y | +143.6% | -33.1% | +176.7% | +155.1% |
| 3Y | +201.4% | +0.6% | +200.8% | +175.5% |
| 5Y | +568.9% | -26.4% | +595.3% | +545.5% |
| 10Y | +891.8% | -34.2% | +926.0% | +844.0% |
| All | +35,889.1% | +839.9% | +35,049.2% | +18,337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling