+92.7%
XOP vs ALK
-31.3%
+124.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +6.3% | -1.2% | +7.5% | +6.4% |
| 30D | -6.6% | +7.7% | -14.3% | -7.8% |
| 3M | +3.6% | -19.0% | +22.5% | +6.0% |
| 6M | +10.8% | -0.2% | +11.0% | +7.8% |
| YTD | +48.3% | -23.5% | +71.8% | +50.3% |
| 1Y | +42.9% | -9.1% | +52.1% | +37.7% |
| 3Y | +43.3% | +12.0% | +31.3% | +22.4% |
| All | +92.7% | -31.3% | +124.0% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling