+29.7%
XOP vs ALK
+16.0%
+13.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -14.7% | +9.0% | -23.8% | -15.0% |
| 30D | -7.7% | -1.6% | -6.0% | -7.6% |
| 3M | +4.4% | -23.2% | +27.6% | +5.9% |
| 6M | +3.5% | -3.9% | +7.4% | +2.3% |
| YTD | +39.4% | -22.6% | +62.0% | +41.5% |
| 1Y | +39.8% | -5.3% | +45.1% | +34.9% |
| 3Y | +29.7% | +18.6% | +11.1% | +19.7% |
| All | +29.7% | +16.0% | +13.7% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling