+12.7%
EMR vs XOP
+54.9%
-42.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.2% | +1.6% | -2.9% | -0.9% |
| 30D | -9.4% | +9.6% | -19.0% | -8.0% |
| 3M | +8.6% | +16.9% | -8.3% | +11.9% |
| 6M | +6.7% | +24.0% | -17.3% | +5.9% |
| YTD | +13.1% | +56.2% | -43.1% | +4.8% |
| 1Y | +12.7% | +51.8% | -39.0% | +4.8% |
| All | +12.7% | +54.9% | -42.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling