+3.3%
XLU vs ALK
-35.4%
+38.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | -2.5% | -17.1% | +14.6% | -1.9% |
| 3M | -2.7% | -3.8% | +1.0% | -2.7% |
| 6M | -7.5% | -5.3% | -2.2% | -7.4% |
| YTD | +0.9% | -20.3% | +21.2% | +0.9% |
| 1Y | +3.3% | -36.0% | +39.3% | +4.9% |
| All | +3.3% | -35.4% | +38.7% | +4.9% |
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