+191.3%
XOM vs ALK
-39.2%
+230.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.6% |
| 30D | +3.4% | -14.6% | +18.0% | +6.6% |
| 3M | +11.0% | -10.6% | +21.6% | +12.0% |
| 6M | +10.6% | -6.7% | +17.3% | +8.6% |
| YTD | +39.2% | -19.8% | +59.0% | +40.7% |
| 1Y | +52.7% | -35.2% | +87.9% | +62.0% |
| 3Y | +56.8% | +1.4% | +55.4% | +37.8% |
| 5Y | +261.8% | -30.7% | +292.4% | +245.3% |
| 10Y | +191.3% | -37.4% | +228.7% | +134.9% |
| All | +191.3% | -39.2% | +230.5% | +134.9% |
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