+92.7%
XOP vs XME
+108.0%
-15.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.7% |
| 7D | +6.3% | +0.3% | +6.0% | +6.0% |
| 30D | -6.6% | -6.1% | -0.5% | -4.1% |
| 3M | +3.6% | -18.6% | +22.2% | +13.6% |
| 6M | +10.8% | -23.9% | +34.7% | +23.8% |
| YTD | +48.3% | -9.3% | +57.6% | +44.0% |
| 1Y | +42.9% | +1.8% | +41.2% | +27.8% |
| 3Y | +43.3% | +93.0% | -49.7% | -24.0% |
| All | +92.7% | +108.0% | -15.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling