+135.9%
EOG vs XLRE
+109.5%
+26.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 7D | +1.5% | -1.2% | +2.7% | +2.2% |
| 30D | +2.9% | -2.4% | +5.4% | +4.3% |
| 3M | +8.7% | -2.5% | +11.2% | +10.0% |
| 6M | +12.9% | +4.0% | +8.9% | +9.4% |
| YTD | +43.8% | +9.3% | +34.5% | +35.0% |
| 1Y | +27.1% | +5.6% | +21.5% | +21.7% |
| 3Y | +25.9% | +31.3% | -5.4% | +3.6% |
| 5Y | +177.9% | +9.5% | +168.4% | +152.7% |
| 10Y | +119.7% | +89.0% | +30.7% | +50.9% |
| All | +135.9% | +109.5% | +26.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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