+174.0%
EOG vs XRT
-1.7%
+175.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | +7.9% | -5.6% | +13.5% | +9.4% |
| 3M | +4.5% | +2.5% | +1.9% | +3.3% |
| 6M | +12.3% | +3.7% | +8.6% | +10.3% |
| YTD | +41.9% | +1.0% | +40.9% | +40.3% |
| 1Y | +27.8% | -1.2% | +29.1% | +27.1% |
| 3Y | +21.8% | +43.4% | -21.6% | +5.9% |
| 5Y | +174.0% | -0.7% | +174.7% | +166.9% |
| All | +174.0% | -1.7% | +175.7% | +166.9% |
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