+47.6%
XOP vs EME
+19.7%
+27.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.8% |
| 7D | +2.6% | +1.9% | +0.7% | +2.6% |
| 30D | +15.4% | -8.3% | +23.7% | +15.2% |
| 3M | +12.1% | -10.7% | +22.8% | +11.6% |
| 6M | +19.7% | +1.9% | +17.8% | +19.0% |
| YTD | +52.4% | +23.5% | +28.9% | +49.8% |
| 1Y | +47.6% | +18.0% | +29.6% | +42.9% |
| All | +47.6% | +19.7% | +27.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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