+19.0%
EOG vs XME
-24.1%
+43.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.4% |
| 7D | +7.6% | +0.3% | +7.3% | +7.7% |
| 30D | +3.4% | -6.1% | +9.5% | +2.0% |
| 3M | +12.7% | -18.6% | +31.3% | +7.8% |
| 6M | +19.0% | -23.9% | +42.9% | +14.3% |
| All | +19.0% | -24.1% | +43.1% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling