+988.5%
XLE vs ALK
+306.8%
+681.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.3% | -2.4% |
| 7D | -10.3% | +7.1% | -17.4% | -11.6% |
| 30D | -3.3% | -3.0% | -0.3% | -3.2% |
| 3M | +8.2% | -25.6% | +33.8% | +13.2% |
| 6M | +5.0% | +0.5% | +4.5% | +2.5% |
| YTD | +40.6% | -23.1% | +63.6% | +42.3% |
| 1Y | +45.0% | -7.5% | +52.6% | +41.2% |
| 3Y | +56.3% | +15.3% | +41.0% | +40.6% |
| 5Y | +152.2% | -34.8% | +187.0% | +148.9% |
| 10Y | +173.0% | -41.2% | +214.1% | +159.8% |
| All | +988.5% | +306.8% | +681.7% | +558.0% |
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 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