+65.8%
EMR vs XOP
+165.6%
-99.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.9% | +1.0% | 0.0% | +0.6% |
| 30D | -5.0% | +10.8% | -15.8% | -8.1% |
| 3M | +5.9% | +19.5% | -13.5% | -0.6% |
| 6M | +7.3% | +21.6% | -14.3% | -1.6% |
| YTD | +14.6% | +55.8% | -41.3% | -5.0% |
| 1Y | +15.6% | +54.6% | -39.0% | -4.2% |
| 3Y | +60.2% | +36.6% | +23.5% | +36.5% |
| 5Y | +65.8% | +160.6% | -94.8% | +14.7% |
| All | +65.8% | +165.6% | -99.8% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling