+566.3%
XLP vs ALK
+320.5%
+245.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.8% | -5.4% | +2.3% |
| 7D | +5.9% | +12.4% | -6.5% | +4.3% |
| 30D | +13.5% | +2.1% | +11.4% | +13.0% |
| 3M | +8.4% | -23.9% | +32.3% | +11.8% |
| 6M | +11.5% | +8.2% | +3.3% | +9.5% |
| YTD | +20.6% | -20.5% | +41.1% | +22.2% |
| 1Y | +24.3% | -1.0% | +25.3% | +22.3% |
| 3Y | +45.1% | +19.2% | +25.9% | +35.7% |
| 5Y | +44.6% | -28.2% | +72.8% | +42.3% |
| 10Y | +133.1% | -39.2% | +172.3% | +121.1% |
| All | +566.3% | +320.5% | +245.8% | +319.8% |
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 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