+651.4%
EOG vs XRT
+549.2%
+102.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.6% | -1.4% | +6.0% | +5.4% |
| 30D | +2.9% | +9.8% | -6.9% | -3.4% |
| 3M | +8.0% | +3.3% | +4.7% | +4.8% |
| 6M | +17.0% | +13.6% | +3.4% | +6.1% |
| YTD | +51.1% | +9.1% | +42.0% | +39.1% |
| 1Y | +45.1% | +15.1% | +30.0% | +28.9% |
| 3Y | +39.4% | +59.9% | -20.5% | -3.0% |
| 5Y | +105.6% | -1.7% | +107.3% | +86.1% |
| 10Y | +133.5% | +141.1% | -7.7% | +5.6% |
| All | +651.4% | +549.2% | +102.2% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling