+178.1%
EOG vs XYL
-15.8%
+193.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.0% | -1.2% | +2.3% | +1.2% |
| 30D | +2.8% | -13.2% | +16.0% | +5.3% |
| 3M | +5.9% | -0.2% | +6.1% | +5.4% |
| 6M | +17.1% | -12.5% | +29.6% | +19.3% |
| YTD | +43.9% | -20.9% | +64.8% | +49.5% |
| 1Y | +26.9% | -21.6% | +48.4% | +31.9% |
| 3Y | +23.6% | +16.1% | +7.4% | +15.1% |
| 5Y | +178.1% | -15.6% | +193.7% | +192.7% |
| All | +178.1% | -15.8% | +193.9% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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