+45.4%
XEL vs EOG
+22.6%
+22.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.3% |
| 30D | -2.9% | +2.8% | -5.7% | -3.1% |
| 3M | -2.7% | +5.9% | -8.6% | -3.3% |
| 6M | -6.5% | +17.1% | -23.6% | -8.1% |
| YTD | +3.6% | +43.9% | -40.3% | -0.2% |
| 1Y | +7.5% | +26.9% | -19.4% | +4.6% |
| All | +45.4% | +22.6% | +22.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling