+549.5%
EMR vs XOP
+82.9%
+466.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.1% |
| 7D | -1.5% | +2.6% | -4.1% | -2.7% |
| 30D | -5.6% | +15.4% | -21.1% | -11.6% |
| 3M | +7.9% | +12.1% | -4.1% | +1.6% |
| 6M | +6.0% | +19.7% | -13.7% | -4.8% |
| YTD | +16.4% | +52.4% | -35.9% | -6.4% |
| 1Y | +16.6% | +47.6% | -30.9% | -5.4% |
| 3Y | +62.9% | +34.4% | +28.5% | +36.1% |
| 5Y | +60.1% | +154.4% | -94.3% | -5.9% |
| 10Y | +268.7% | +54.7% | +214.1% | +131.8% |
| All | +549.5% | +82.9% | +466.6% | +196.5% |
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