+508.9%
XLP vs ALK
+341.9%
+167.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | -0.9% | -19.2% | +18.4% | +1.6% |
| 3M | +3.8% | -1.5% | +5.3% | +3.5% |
| 6M | -1.7% | -13.1% | +11.3% | -1.1% |
| YTD | +10.3% | -16.4% | +26.7% | +11.2% |
| 1Y | +7.8% | -33.1% | +40.9% | +11.4% |
| 3Y | +27.2% | +0.6% | +26.6% | +21.8% |
| 5Y | +32.5% | -26.4% | +58.9% | +30.1% |
| 10Y | +101.8% | -34.2% | +135.9% | +89.8% |
| All | +508.9% | +341.9% | +167.0% | +282.1% |
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