+25.6%
EOG vs XME
+132.9%
-107.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +3.4% | +1.4% | +2.0% | +3.0% |
| 3M | +7.8% | +2.7% | +5.1% | +7.2% |
| 6M | +13.4% | +6.5% | +6.8% | +10.6% |
| YTD | +43.5% | +15.2% | +28.3% | +35.1% |
| 1Y | +29.7% | +43.5% | -13.8% | +10.5% |
| All | +25.6% | +132.9% | -107.3% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling