+4,436.6%
XOM vs ALK
+770.6%
+3,666.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -11.4% | +9.0% | -20.5% | -12.5% |
| 30D | +1.1% | -1.6% | +2.8% | +1.0% |
| 3M | +7.8% | -23.2% | +31.0% | +10.9% |
| 6M | +13.0% | -3.9% | +16.9% | +11.7% |
| YTD | +40.6% | -22.6% | +63.2% | +41.6% |
| 1Y | +49.1% | -5.3% | +54.4% | +45.6% |
| 3Y | +72.9% | +18.6% | +54.3% | +58.9% |
| 5Y | +204.0% | -34.4% | +238.4% | +199.5% |
| 10Y | +205.7% | -40.8% | +246.5% | +192.1% |
| All | +4,436.6% | +770.6% | +3,666.0% | +2,838.4% |
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