+820.5%
XLB vs EOG
+5,295.8%
-4,475.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -0.4% | +8.2% | -8.5% | -2.9% |
| 3M | +2.0% | +3.8% | -1.9% | +0.1% |
| 6M | +1.8% | +15.3% | -13.5% | -3.8% |
| YTD | +16.6% | +41.7% | -25.1% | +3.1% |
| 1Y | +16.9% | +23.6% | -6.6% | +7.6% |
| 3Y | +32.6% | +23.3% | +9.3% | +20.1% |
| 5Y | +35.6% | +170.4% | -134.8% | -7.8% |
| 10Y | +160.0% | +125.5% | +34.5% | +64.5% |
| All | +820.5% | +5,295.8% | -4,475.3% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling