+43.5%
XLB vs EOG
+40.8%
+2.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | 0.0% | +7.4% | -7.4% | -1.1% |
| 30D | +5.3% | +2.3% | +3.0% | +4.7% |
| 3M | 0.0% | +9.5% | -9.4% | -1.7% |
| 6M | +1.2% | +17.7% | -16.4% | -2.5% |
| YTD | +16.9% | +52.9% | -36.0% | +3.5% |
| 1Y | +20.9% | +47.7% | -26.8% | +8.0% |
| All | +43.5% | +40.8% | +2.7% | +26.9% |
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