+103.9%
EOG vs XRT
-1.7%
+105.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.2% |
| 7D | -2.4% | +4.1% | -6.5% | -3.4% |
| 30D | +2.9% | +9.9% | -7.0% | +0.4% |
| 3M | +7.2% | +2.3% | +5.0% | +6.4% |
| 6M | +18.2% | +9.6% | +8.6% | +14.6% |
| YTD | +48.9% | +9.1% | +39.7% | +44.1% |
| 1Y | +46.7% | +16.2% | +30.5% | +39.1% |
| 3Y | +37.4% | +60.1% | -22.7% | +16.2% |
| 5Y | +103.9% | -0.5% | +104.4% | +101.6% |
| All | +103.9% | -1.7% | +105.6% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling