+62.1%
EMR vs XOP
+36.7%
+25.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +3.1% | +0.6% | +2.4% | +2.9% |
| 30D | -3.5% | +16.5% | -20.1% | -8.1% |
| 3M | +9.8% | +15.7% | -5.9% | +4.3% |
| 6M | +10.8% | +19.2% | -8.4% | +1.6% |
| YTD | +15.9% | +55.0% | -39.0% | -7.4% |
| 1Y | +16.4% | +54.2% | -37.7% | -7.4% |
| 3Y | +62.1% | +35.9% | +26.2% | +30.6% |
| All | +62.1% | +36.7% | +25.4% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling