+604.8%
EOG vs XME
+242.3%
+362.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +8.2% | +6.0% | +2.2% | +3.6% |
| 3M | +3.8% | -7.7% | +11.6% | +6.5% |
| 6M | +15.3% | +1.0% | +14.4% | +8.8% |
| YTD | +41.7% | +14.6% | +27.1% | +21.4% |
| 1Y | +23.6% | +46.0% | -22.4% | -11.7% |
| 3Y | +23.3% | +127.0% | -103.7% | -37.0% |
| 5Y | +170.4% | +175.8% | -5.4% | +17.1% |
| 10Y | +125.5% | +414.6% | -289.1% | -37.3% |
| All | +604.8% | +242.3% | +362.5% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling