+72.9%
XOM vs ALK
+16.0%
+56.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.4% |
| 7D | -11.4% | +9.0% | -20.5% | -11.0% |
| 30D | +1.1% | -1.6% | +2.8% | +1.3% |
| 3M | +7.8% | -23.2% | +31.0% | +7.4% |
| 6M | +13.0% | -3.9% | +16.9% | +12.7% |
| YTD | +40.6% | -22.6% | +63.2% | +41.9% |
| 1Y | +49.1% | -5.3% | +54.4% | +47.7% |
| 3Y | +72.9% | +18.6% | +54.3% | +67.8% |
| All | +72.9% | +16.0% | +56.9% | +67.8% |
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 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