+50.2%
XOP vs ALK
-38.6%
+88.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.7% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +16.5% | -18.5% | +35.0% | +23.9% |
| 3M | +15.7% | -3.6% | +19.3% | +13.9% |
| 6M | +19.2% | -3.7% | +22.9% | +13.6% |
| YTD | +55.0% | -19.0% | +74.0% | +55.5% |
| 1Y | +54.2% | -36.0% | +90.2% | +68.3% |
| 3Y | +35.9% | +2.3% | +33.5% | +12.0% |
| 5Y | +162.4% | -27.8% | +190.2% | +142.7% |
| 10Y | +50.2% | -39.0% | +89.1% | +21.1% |
| All | +50.2% | -38.6% | +88.7% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling