+4,261.5%
XOM vs ALK
+839.9%
+3,421.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +1.8% | -0.7% | +2.4% | +1.8% |
| 30D | +5.9% | -19.2% | +25.1% | +8.6% |
| 3M | +5.6% | -1.5% | +7.1% | +4.9% |
| 6M | +7.9% | -13.1% | +20.9% | +7.8% |
| YTD | +35.2% | -16.4% | +51.6% | +35.4% |
| 1Y | +46.0% | -33.1% | +79.1% | +50.3% |
| 3Y | +55.0% | +0.6% | +54.4% | +46.5% |
| 5Y | +246.3% | -26.4% | +272.7% | +237.2% |
| 10Y | +181.0% | -34.2% | +215.1% | +166.1% |
| All | +4,261.5% | +839.9% | +3,421.7% | +2,709.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling