+48.2%
XOP vs ALK
-41.7%
+89.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -14.7% | +9.0% | -23.8% | -17.5% |
| 30D | -7.7% | -1.6% | -6.0% | -8.0% |
| 3M | +4.4% | -23.2% | +27.6% | +12.0% |
| 6M | +3.5% | -3.9% | +7.4% | -0.2% |
| YTD | +39.4% | -22.6% | +62.0% | +40.4% |
| 1Y | +39.8% | -5.3% | +45.1% | +28.9% |
| 3Y | +29.7% | +18.6% | +11.1% | -1.5% |
| 5Y | +78.6% | -34.4% | +113.0% | +70.6% |
| All | +48.2% | -41.7% | +89.9% | +41.2% |
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