+609.4%
EMR vs XOP
+76.4%
+533.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | +2.7% | +5.2% | -2.5% | +0.4% |
| 30D | +2.1% | -8.4% | +10.5% | +5.6% |
| 3M | +2.3% | +2.9% | -0.7% | +0.1% |
| 6M | +22.5% | +8.8% | +13.7% | +15.6% |
| YTD | +27.2% | +46.9% | -19.7% | +3.1% |
| 1Y | +28.0% | +41.5% | -13.5% | +5.5% |
| 3Y | +103.4% | +43.1% | +60.3% | +64.3% |
| 5Y | +88.2% | +92.2% | -4.0% | +25.9% |
| 10Y | +280.3% | +52.3% | +228.0% | +139.5% |
| All | +609.4% | +76.4% | +533.1% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling