+49.9%
XLE vs ALK
-1.1%
+50.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.8% | -13.5% | -3.1% |
| 7D | -7.2% | +12.4% | -19.6% | -5.0% |
| 30D | +0.1% | +2.1% | -2.0% | +1.1% |
| 3M | +9.2% | -23.9% | +33.1% | +5.5% |
| 6M | +8.4% | +8.2% | +0.1% | +10.1% |
| YTD | +44.9% | -20.5% | +65.4% | +47.7% |
| 1Y | +49.9% | -1.0% | +50.9% | +48.3% |
| All | +49.9% | -1.1% | +50.9% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling