+54.4%
XOM vs ALK
+4.2%
+50.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.6% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +5.9% | -19.2% | +25.1% | +5.4% |
| 3M | +5.6% | -1.5% | +7.1% | +5.3% |
| 6M | +7.9% | -13.1% | +20.9% | +8.8% |
| YTD | +35.2% | -16.4% | +51.6% | +36.4% |
| 1Y | +46.0% | -33.1% | +79.1% | +49.7% |
| All | +54.4% | +4.2% | +50.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling