+63.0%
XLC vs EOG
+40.8%
+22.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.0% |
| 7D | +3.1% | +7.4% | -4.3% | +2.6% |
| 30D | -4.2% | +2.3% | -6.5% | -4.5% |
| 3M | -2.1% | +9.5% | -11.6% | -3.0% |
| 6M | -6.6% | +17.7% | -24.3% | -8.4% |
| YTD | -7.8% | +52.9% | -60.7% | -14.3% |
| 1Y | -4.1% | +47.7% | -51.8% | -10.3% |
| All | +63.0% | +40.8% | +22.2% | +51.3% |
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