+643.4%
XLU vs ALK
+341.9%
+301.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | -1.3% | -19.2% | +17.9% | +1.3% |
| 3M | -1.3% | -1.5% | +0.2% | -1.6% |
| 6M | -7.6% | -13.1% | +5.4% | -7.0% |
| YTD | +2.3% | -16.4% | +18.7% | +3.2% |
| 1Y | +5.8% | -33.1% | +38.8% | +9.5% |
| 3Y | +50.5% | +0.6% | +49.9% | +44.1% |
| 5Y | +44.1% | -26.4% | +70.5% | +41.6% |
| 10Y | +138.2% | -34.2% | +172.4% | +123.3% |
| All | +643.4% | +341.9% | +301.4% | +344.7% |
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