+39.4%
XOP vs EME
+240.3%
-201.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +1.0% | +2.7% | -1.8% | +0.5% |
| 30D | +10.8% | -6.8% | +17.6% | +11.9% |
| 3M | +19.5% | -8.8% | +28.3% | +20.5% |
| 6M | +21.6% | +5.0% | +16.6% | +18.4% |
| YTD | +55.8% | +23.5% | +32.3% | +45.4% |
| 1Y | +54.6% | +21.3% | +33.3% | +42.6% |
| All | +39.4% | +240.3% | -201.0% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling