+52.7%
XOM vs ALK
-36.6%
+89.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.0% |
| 7D | 0.0% | -3.0% | +3.0% | -0.5% |
| 30D | +3.4% | -14.6% | +18.0% | +0.7% |
| 3M | +11.0% | -10.6% | +21.6% | +9.5% |
| 6M | +10.6% | -6.7% | +17.3% | +12.4% |
| YTD | +39.2% | -19.8% | +59.0% | +41.8% |
| 1Y | +52.7% | -35.2% | +87.9% | +55.8% |
| All | +52.7% | -36.6% | +89.3% | +55.8% |
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