+205.4%
XOM vs ALK
-45.9%
+251.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.8% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -3.6% | +7.7% | -11.3% | -5.5% |
| 3M | +8.2% | -19.0% | +27.2% | +11.9% |
| 6M | +14.0% | -0.2% | +14.3% | +10.6% |
| YTD | +44.6% | -23.5% | +68.1% | +46.4% |
| 1Y | +47.8% | -9.1% | +56.9% | +42.6% |
| 3Y | +79.6% | +12.0% | +67.5% | +51.3% |
| 5Y | +214.3% | -30.9% | +245.1% | +196.3% |
| All | +205.4% | -45.9% | +251.3% | +165.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling