+50.3%
XOP vs ALK
-45.1%
+95.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.5% | +3.1% |
| 7D | +5.2% | +0.9% | +4.3% | +4.7% |
| 30D | -8.4% | +3.3% | -11.6% | -10.2% |
| 3M | +2.9% | -17.6% | +20.5% | +7.8% |
| 6M | +8.8% | +0.8% | +8.0% | +3.1% |
| YTD | +46.9% | -22.4% | +69.3% | +47.6% |
| 1Y | +41.5% | -10.1% | +51.6% | +33.1% |
| 3Y | +43.1% | +14.0% | +29.1% | +10.6% |
| 5Y | +92.2% | -29.8% | +122.0% | +77.3% |
| All | +50.3% | -45.1% | +95.4% | +35.3% |
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