+47.7%
XLE vs ALK
-10.2%
+57.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +0.7% |
| 7D | +5.4% | -1.2% | +6.6% | +5.3% |
| 30D | -3.9% | +7.7% | -11.6% | -2.2% |
| 3M | +7.0% | -19.0% | +26.0% | +4.2% |
| 6M | +14.2% | -0.2% | +14.4% | +14.9% |
| YTD | +48.2% | -23.5% | +71.7% | +50.2% |
| 1Y | +47.7% | -9.1% | +56.8% | +44.0% |
| All | +47.7% | -10.2% | +57.9% | +44.0% |
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