+137.1%
EOG vs XRT
+136.4%
+0.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +7.6% | +1.7% | +5.9% | +6.6% |
| 30D | +3.4% | +7.5% | -4.1% | -0.9% |
| 3M | +12.7% | +2.2% | +10.5% | +10.6% |
| 6M | +19.0% | +14.7% | +4.3% | +9.2% |
| YTD | +55.6% | +7.5% | +48.1% | +46.3% |
| 1Y | +49.5% | +14.1% | +35.4% | +35.9% |
| 3Y | +43.2% | +58.8% | -15.6% | +4.7% |
| 5Y | +111.8% | -3.9% | +115.8% | +103.8% |
| All | +137.1% | +136.4% | +0.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling