+416.7%
EOG vs XYL
+466.0%
-49.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -1.3% |
| 7D | -2.0% | +1.8% | -3.8% | -2.9% |
| 30D | +7.9% | -9.2% | +17.1% | +12.7% |
| 3M | +4.5% | -0.3% | +4.8% | +3.4% |
| 6M | +12.3% | -11.0% | +23.3% | +16.7% |
| YTD | +41.9% | -19.2% | +61.1% | +53.4% |
| 1Y | +27.8% | -21.2% | +49.1% | +39.6% |
| 3Y | +21.8% | +18.6% | +3.2% | +3.6% |
| 5Y | +174.0% | -14.3% | +188.3% | +170.1% |
| 10Y | +110.4% | +141.0% | -30.7% | +9.3% |
| All | +416.7% | +466.0% | -49.3% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling