+52.4%
XOP vs EME
+21.8%
+30.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.2% |
| 7D | +2.6% | +3.5% | -0.9% | +2.7% |
| 30D | +9.6% | -6.3% | +15.9% | +9.4% |
| 3M | +20.4% | -3.8% | +24.1% | +19.9% |
| 6M | +19.9% | +8.5% | +11.4% | +19.2% |
| YTD | +56.4% | +27.8% | +28.6% | +54.3% |
| 1Y | +52.4% | +22.2% | +30.2% | +48.7% |
| All | +52.4% | +21.8% | +30.6% | +48.7% |
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