+44.0%
XOP vs ALK
-39.7%
+83.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -8.4% | +12.9% | -21.3% | -12.1% |
| 30D | -8.4% | +5.5% | -13.9% | -10.8% |
| 3M | +0.2% | -12.1% | +12.3% | +2.9% |
| 6M | +7.2% | +1.7% | +5.5% | +1.5% |
| YTD | +40.8% | -17.4% | +58.2% | +38.9% |
| 1Y | +36.3% | -1.9% | +38.2% | +24.5% |
| 3Y | +37.2% | +21.2% | +15.9% | +4.1% |
| 5Y | +86.6% | -27.8% | +114.4% | +71.8% |
| 10Y | +44.0% | -41.0% | +85.1% | +31.7% |
| All | +44.0% | -39.7% | +83.8% | +31.7% |
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